Tikhonov regularization for large scale problems
For the solution of an overdetermined linear system \(b= Ax+\varepsilon\) with a random noise \(\varepsilon\) the Tikhonov regularization method \(\| Ax- b\|^2+ \alpha\| x\|^2\to \min\) is usually employed, but in general, the choice of a regularization parameter \(\alpha\) is a crucial question. Several regularization criteria (Morozov's discrepancy principle, the Gfrerer/Rauss-method etc.) are reviewed. All of these criteria require evaluation of the matrix of moments \(b^T(AA^T+\alpha I)^pb\), where the power \(p\) is a negative integer. As the size of the matrix \(A\) increases, the direct evaluation of these moments becomes less and less feasible. In the paper an iterative method, which computes lower and upper bounds on the moments, is presented and an appropriate termination criterion for the method is suggested. For the entire collection see [Zbl 0910.00057].
- Arnoldi-Tikhonov regularization methods
- A note on Tikhonov regularization of large linear problems
- Tikhonov regularization and the L-curve for large discrete ill-posed problems
- Large scale least squares scattered data fitting
- Minimization of functionals on the solution of a large-scale discrete ill-posed problem
- Old and new parameter choice rules for discrete ill-posed problems
- GKB-FP: An algorithm for large-scale discrete ill-posed problems
- A regularizing Lanczos iteration method for underdetermined linear systems
- Color image and video restoration using tensor CP decomposition
- Conditional gradient Tikhonov method for a convex optimization problem in image restoration
- Matrix forms of iterative algorithms to solve large-scale discrete ill-posed problems with an application to image restoration
- Sylvester Tikhonov-regularization methods in image restoration
- An adaptive discretization of compressible flow using a multitude of moving Cartesian grids
- A generalized global Arnoldi method for ill-posed matrix equations
- An iterative Lavrentiev regularization method
- Tikhonov regularization for weighted total least squares problems
- Regularized total least squares based on quadratic eigenvalue problem solvers
- Orthogonal projection regularization operators
- Tikhonov regularization and randomized GSVD
- Projected Tikhonov regularization of large-scale discrete ill-posed problems
- Large-scale Tikhonov regularization via reduction by orthogonal projection
- Sampled Tikhonov regularization for large linear inverse problems
- Relaxed regularization for linear inverse problems
- Relaxed regularization for linear inverse problems
- Greedy Tikhonov regularization for large linear ill-posed problems
- Convex constrained optimization for large-scale generalized Sylvester equations
- Approximation of the Tikhonov regularization parameter through Aitken's extrapolation
- Plug and Play splitting techniques for Poisson image restoration
- Linear dimensionality reduction methods for analyzing structured biomedical data: existing research and future opportunities
- Regularization of soft-X-ray imaging in the DIII-D tokamak
- Application of Gauss quadrature rule in finding bounds for solution of linear systems of equations
- Regularization using a parameterized trust region subproblem
This page was built for publication: Tikhonov regularization for large scale problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4251275)
