Computation of Regularization Parameters Using the Fourier Coefficients
نویسنده
چکیده
In the solution of ill-posed problems by means of regularization methods, a crucial issue is the computation of the regularization parameter. In this work, we focus on the Truncated Singular Value Decomposition (TSVD) and Tikhonov method, and we define a method for computing the regularization parameter based on the behavior of Fourier coefficients. We compute a safe index for truncating the TSVD and consequently a value for the regularization parameter of the Tikhonov method. An extensive numerical experimentation is carried out on the Hansen’s Regtool [2] test problems, and the results confirm the effectiveness and robustness of the method proposed.
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