Tikhonov regularization via flexible Arnoldi reduction
نویسندگان
چکیده
Flexible GMRES, introduced by Saad, is a generalization of the standard GMRES method for the solution of large linear systems of equations. It is based on the flexible Arnoldi process for reducing a large square matrix to a small matrix. We describe how the flexible Arnoldi process can be applied to implement one-parameter and multi-parameter Tikhonov regularization of linear discrete ill-posed problems. The method proposed is well suited for largescale problems. Moreover, computed examples show that our method can give approximate solutions of higher accuracy than available direct methods for small-scale problems.
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