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(Reference retrieved automatically from Web of Science through information on FAPESP grant and its corresponding number as mentioned in the publication by the authors.)

Extension of GKB- FP algorithm to large- scale general- form Tikhonov regularization

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Author(s):
Viloche Bazan, Fermin S. [1] ; Cunha, Maria C. C. [2] ; Borges, Leonardo S. [2]
Total Authors: 3
Affiliation:
[1] Univ Fed Santa Catarina, Dept Math, BR-88040900 Florianopolis, SC - Brazil
[2] Univ Estadual Campinas, Dept Appl Math, IMECC UNICAMP, BR-13081970 Campinas, SP - Brazil
Total Affiliations: 2
Document type: Journal article
Source: NUMERICAL LINEAR ALGEBRA WITH APPLICATIONS; v. 21, n. 3, p. 316-339, MAY 2014.
Web of Science Citations: 7
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 (c) 2013 John Wiley \& Sons, Ltd. (AU)