Tikhonov Regularization with a Solution Constraint

نویسندگان

  • Daniela Calvetti
  • Lothar Reichel
چکیده

Many numerical methods for the solution of linear ill-posed problems apply Tikhonov regularization. This paper presents a modification of a numerical method proposed by Golub and von Matt for quadratically constrained least-squares problems and applies it to Tikhonov regularization of large-scale linear discrete ill-posed problems. The method is based on partial Lanczos bidiagonalization and Gauss quadrature. Computed examples illustrating its performance are presented.

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عنوان ژورنال:
  • SIAM J. Scientific Computing

دوره 26  شماره 

صفحات  -

تاریخ انتشار 2004