A proximal approach to the inversion of ill-conditioned matrices |
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Authors: | Pierre Maréchal Aude Rondepierre |
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Institution: | 1. Institut de mathématiques, université Paul-Sabatier, 31062 Toulouse cedex 9, France;2. Institut de mathématiques, INSA de Toulouse, département GMM, 31077 Toulouse cedex 4, France |
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Abstract: | We propose a general proximal algorithm for the inversion of ill-conditioned matrices. This algorithm is based on a variational characterization of pseudo-inverses. We show that a particular instance of it (with constant regularization parameter) belongs to the class of fixed point methods. Convergence of the algorithm is also discussed. To cite this article: P. Maréchal, A. Rondepierre, C. R. Acad. Sci. Paris, Ser. I 347 (2009). |
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