The ‘truncated SVD as a method for regularization
نویسندگان
چکیده
‘I’hc truncated singular value decomposition (SW) is considered as a method for rcgularization of ill-posed linear lcast squares pro&ins. In particular, the .truncatcd SVl> solution is compared wi th the usua l rcguiarizcd so.lution. Ncccssary conditions arc d&cd in which the two m&hods will yield similar results. This investigation suggests the truncated SW as n filvorablc al-. tcrnativc to st;lndard-form rcgularization in cast of ill-conditioned matrices with a well-dctcrmincd rank.
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