An L-curve for the MINRES method

نویسنده

  • D. Calvetti
چکیده

A variant of the MINRES method, often referred to as the MR-II method, has in the last few years become a popular iterative scheme for computing approximate solutions of large linear discrete ill-posed problems with a symmetric matrix. It is important to terminate the iterations sufficiently early in order to avoid severe amplification of measurement and round-off errors. We present a new L-curve for determining when to terminate the iterations with the MINRES and MR-II methods.

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تاریخ انتشار 2008