A conjugate-gradient-type rational Krylov subspace method for ill-posed problems

被引：1
|
作者：
Grimm, Volker [1 ]
机构：
[1] Karlsruhe Inst Technol, Inst Appl & Numer Math, D-76128 Karlsruhe, Germany
来源：
INVERSE PROBLEMS | 2020年 / 36卷 / 01期
关键词：
order-optimal regularisation scheme; rational Krylov subspace method; discrepancy principle; APPROXIMATION;
D O I：
10.1088/1361-6420/ab5819
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
Conjugated gradients on the normal equation (CGNE) is a popular method to regularise linear inverse problems. The idea of the method can be summarised as minimising the residuum over a suitable Krylov subspace. It is shown that using the same idea for the shift-and-invert rational Krylov subspace yields an order-optimal regularisation scheme.
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页数：19
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