Regularization, GSVD and truncated GSVD

BIT

Volumn 29, Issue 3, 1989, Pages 491-504

  Hansen, Per Christian ^a  

^a TECHNICAL UNIVERSITY OF DENMARK   (Denmark)

Author keywords

AMS subject classification: 65F20, 65F30; generalized cross validation; generalized SVD; Ill posed problems; perturbation theory; regularization; transformation to standard form

Indexed keywords

EID: 0000303746     PISSN: 00063835     EISSN: 15729125     Source Type: Journal    
DOI: 10.1007/BF02219234     Document Type: Article

References (19)

1. Algorithms for regularization of ill-conditioned least-squares problems
2. Generalized cross-validation as a method for choosing a good ridge parameter
3. The truncated SVD as a method for regularization
4. Computation of the singular value expansion
5. On the equivalence of regularization and certain reproducing kernel Hilbert space approaches for solving first kind problems
6. A note on the perturbation of singular values
7. Solution of incorrectly formulated problems and the regularization method
8. Generalizing the singular value decomposition
9. A practical examination of some numerical methods for linear discrete ill-posed problems
10. Optimal choice of a truncation level for the truncated SVD solution of linear first kind integral equations when data are noisy
11. Practical approximate solutions to linear operator equations when the data are noisy
12. Condition numbers of matrices arising from the numerical treatment of linear integral equations of the first kind