Artículos de revistas
Extension of GKB- FP algorithm to large- scale general- form Tikhonov regularization
Registro en:
Numerical Linear Algebra With Applications. Wiley-blackwell, v. 21, n. 3, n. 316, n. 339, 2014.
1070-5325
1099-1506
WOS:000334694200002
10.1002/nla.1874
Autor
Bazan, FSV
Cunha, MCC
Borges, LS
Institución
Resumen
Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq) Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP) 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. 21 3 316 339 Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq) Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP) Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq) Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP) CNPq [308709/2011-0, 477093/2011-6] FAPESP [2009/52193-1]