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

Autor(es)

Viloche Bazan, Fermin S. ^[1] ; Cunha, Maria C. C. ^[2] ; Borges, Leonardo S. ^[2]

Afiliação do(s) autor(es)

^[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

• Tipo de documento: Artigo Científico
• Fonte: NUMERICAL LINEAR ALGEBRA WITH APPLICATIONS; v. 21, n. 3, p. 316-339, MAY 2014.
• Citações Web of Science: 7

Resumo

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)

• Processo FAPESP: 09/52193-1 - Desenvolvimento de metodos para problemas inversos de grande porte.
• Beneficiário: Leonardo Silveira Borges
• Modalidade de apoio: Bolsas no Brasil - Doutorado