Perturbation Identities for Regularized Tikhonov Inverses and Weighted Pseudoinverses |
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Authors: | M E Gulliksson P-Å Wedin Yimin Wei |
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Institution: | (1) Department of Computer Science, Umeå University, S-901 87 Umeå, Sweden.;(2) Department of Computer Science, Umeå University, S-901 87 Umeå, Sweden.;(3) Department of Mathematics, Fudan University, Shanghai, 200433, P.R. of China. |
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Abstract: | We consider the perturbation analysis of two important problems for solving ill-conditioned or rank-deficient linear least squares problems. The Tikhonov regularized problem is a linear least squares problem with a regularization term balancing the size of the residual against the size of the weighted solution. The weight matrix can be a non-square matrix (usually with fewer rows than columns). The minimum-norm problem is the minimization of the size of the weighted solutions given by the set of solutions to the, possibly rank-deficient, linear least squares problem.It is well known that the solution of the Tikhonov problem tends to the minimum-norm solution as the regularization parameter of the Tikhonov problem tends to zero. Using this fact and the generalized singular value decomposition enable us to make a perturbation analysis of the minimum-norm problem with perturbation results for the Tikhonov problem. From the analysis we attain perturbation identities for Tikhonov inverses and weighted pseudoinverses. |
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Keywords: | Tikhonov regularization minimum-norm GSVD perturbation theory rank-deficient pseudoinverse filter factors |
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