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The tensor Golub–Kahan–Tikhonov method applied to the solution of ill-posed problems with a t-product structure
Authors:Lothar Reichel  Ugochukwu O. Ugwu
Abstract:This paper discusses an application of partial tensor Golub–Kahan bidiagonalization to the solution of large-scale linear discrete ill-posed problems based on the t-product formalism for third-order tensors proposed by Kilmer and Martin (M. E. Kilmer and C. D. Martin, Factorization strategies for third order tensors, Linear Algebra Appl., 435 (2011), pp. 641-658). The solution methods presented first reduce a given (large-scale) problem to a problem of small size by application of a few steps of tensor Golub–Kahan bidiagonalization and then regularize the reduced problem by Tikhonov's method. The regularization operator is a third-order tensor, and the data may be represented by a matrix, that is, a tensor slice, or by a general third-order tensor. A regularization parameter is determined by the discrepancy principle. This results in fully automatic solution methods that neither require a user to choose the number of bidiagonalization steps nor the regularization parameter. The methods presented extend available methods for the solution for linear discrete ill-posed problems defined by a matrix operator to linear discrete ill-posed problems defined by a third-order tensor operator. An interlacing property of singular tubes for third-order tensors is shown and applied. Several algorithms are presented. Computed examples illustrate the advantage of the tensor t-product approach, in comparison with solution methods that are based on matricization of the tensor equation.
Keywords:discrepancy principle  discrete ill-posed problem  t-product  tensor Golub-Kahan bidiagonalization  Tikhonov regularization
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