Tikhonov Regularization of Large Linear Problems |
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| Authors: | Daniela Calvetti Lothar Reichel |
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| Institution: | (1) Department of Mathematics, Case Western Reserve University Cleveland, OH 44106, USA;(2) Department of Mathematical Sciences, Kent State University Kent, OH 44242, USA |
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| Abstract: | Many numerical methods for the solution of linear ill-posed problems apply Tikhonov regularization. This paper presents a new numerical method, based on Lanczos bidiagonalization and Gauss quadrature, for Tikhonov regularization of large-scale problems. An estimate of the norm of the error in the data is assumed to be available. This allows the value of the regularization parameter to be determined by the discrepancy principle. |
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| Keywords: | Ill-posed problem regularization Gauss quadrature Lanczos bidiagonalization discrepancy principle |
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