Geodesic
Simple square smoothing regularization operators
Electronic transactions on numerical analysis, Tome 33 (2009).

Voir la notice de l'article provenant de la source Electronic Library of Mathematics

Summary: Tikhonov regularization of linear discrete ill-posed problems often is applied with a finite difference regularization operator that approximates a low-order derivative. These operators generally are represented by a banded rectangular matrix with fewer rows than columns. They therefore cannot be applied in iterative methods that are based on the Arnoldi process, which requires the regularization operator to be represented by a square matrix. This paper discusses two approaches to circumvent this difficulty: zero-padding the rectangular matrices to make them square and extending the rectangular matrix to a square circulant. We also describe how to combine these operators by weighted averaging and with orthogonal projection. Applications to Arnoldi and Lanczos bidiagonalization-based Tikhonov regularization, as well as to truncated iteration with a range-restricted minimal residual method, are presented.
Classification : 65F10, 65F22, 65R32
Keywords: ill-posed problem, regularization operator, Tikhonov regularization, truncated iteration 
@article{ETNA_2009__33__a7,
     author = {Reichel, Lothar and Ye, Qiang},
     title = {Simple square smoothing regularization operators},
     journal = {Electronic transactions on numerical analysis},
     publisher = {mathdoc},
     volume = {33},
     year = {2009},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/ETNA_2009__33__a7/}
}
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Reichel, Lothar; Ye, Qiang. Simple square smoothing regularization operators. Electronic transactions on numerical analysis, Tome 33 (2009). http://geodesic.mathdoc.fr/item/ETNA_2009__33__a7/