Regularization using QR factorization and the estimation of the optimal parameter

被引:7
作者
Kitagawa, T
Nakata, S
Hosoda, Y
机构
[1] Univ Tsukuba, Inst Informat Sci & Elect, Tsukuba, Ibaraki 3058573, Japan
[2] Fukui Univ, Fac Engn, Fukui 9108507, Japan
来源
BIT | 2001年 / 41卷 / 05期
关键词
ill-posed problems; regularization; QR factorization; parameter choice;
D O I
10.1023/A:1021949530676
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
In this paper we propose a direct regularization method using QR factorization for solving linear discrete ill-posed problems. The decomposition of the coefficient matrix requires less computational cost than the singular value decomposition which is usually use for Tikhonov regularization. This method requires a parameter which is similar to the regularization parameter of Tikhonov's method. In order to estimate the optimal parameter, we apply three well-known parameter choice methods for Tikhonov regularization.
引用
收藏
页码:1049 / 1058
页数:10
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