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A bidiagonalization algorithm for solving large and sparse ill-posed systems of linear equations
Authors:Åke Björck
Institution:(1) Department of Mathematics, Linköping University, S-581 83 Linköping, Sweden
Abstract:An iterative method based on Lanczos bidiagonalization is developed for computing regularized solutions of large and sparse linear systems, which arise from discretizations of ill-posed problems in partial differential or integral equations. Determination of the regularization parameter and termination criteria are discussed. Comments are given on the computational implementation of the algorithm.Dedicated to Peter Naur on the occasion of his 60th birthday
Keywords:65F20
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