Extension of GKB‐FP algorithm to large‐scale general‐form Tikhonov regularization |
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Authors: | Fermín S Viloche Bazán Maria CC Cunha Leonardo S Borges |
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Institution: | 1. Department of Mathematics, Federal University of Santa Catarina, , 88040‐900 Florianópolis SC, Brazil;2. Department of Applied Mathematics, IMECC‐UNICAMP, University of Campinas, , CP 6065, 13081‐970 Campinas SP, Brazil |
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Abstract: | In a recent paper an algorithm for large‐scale Tikhonov regularization in standard form called GKB‐FP was proposed and numerically illustrated. In this paper, further insight into the convergence properties of this method is provided, and extensions to general‐form Tikhonov regularization are introduced. In addition, as alternative to Tikhonov regularization, a preconditioned LSQR method coupled with an automatic stopping rule is proposed. Preconditioning seeks to incorporate smoothing properties of the regularization matrix into the computed solution. Numerical results are reported to illustrate the methods on large‐scale problems. Copyright © 2013 John Wiley & Sons, Ltd. |
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Keywords: | Tikhonov regularization large‐scale problems ill‐posed problems |
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