A parameter choice method for Tikhonov regularization
Electronic transactions on numerical analysis, Tome 16 (2003), pp. 107-128
A new parameter choice method for Tikhonov regularization of discrete ill-posed problems is presented. Some of the regularized solutions of a discrete ill-posed problem are less sensitive than others to the perturbations in the right-hand side vector. This method chooses one of the insensitive regularized solutions using a certain criterion. Numerical experiments show that the new method is competitive with the popular L-curve method. An analysis of the new method is given for a model problem, which explains how this method works.
Classification :
65F22
Keywords: discrete ill-posed problems, discrete Picard condition, Tikhonov regularization
Keywords: discrete ill-posed problems, discrete Picard condition, Tikhonov regularization
@article{ETNA_2003__16__a4,
author = {Wu, Limin},
title = {A parameter choice method for {Tikhonov} regularization},
journal = {Electronic transactions on numerical analysis},
pages = {107--128},
year = {2003},
volume = {16},
zbl = {1065.65059},
language = {en},
url = {http://geodesic.mathdoc.fr/item/ETNA_2003__16__a4/}
}
Wu, Limin. A parameter choice method for Tikhonov regularization. Electronic transactions on numerical analysis, Tome 16 (2003), pp. 107-128. http://geodesic.mathdoc.fr/item/ETNA_2003__16__a4/