A Golub-Kahan-Type Reduction Method for Matrix Pairs
نویسندگان
چکیده
We describe a novel method for reducing a pair of large matrices {A,B} to a pair of small matrices {H,K}. The method is an extension of Golub–Kahan bidiagonalization to matrix pairs, and simplifies to the latter method when B is the identity matrix. Applications to Tikhonov regularization of large linear discrete ill-posed problems are described. In these problems the matrix A represents a discretization of a compact integral operator and B is a regularization matrix.
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ورودعنوان ژورنال:
- J. Sci. Comput.
دوره 65 شماره
صفحات -
تاریخ انتشار 2015