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.

引用

页数：19

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