Fractional Tikhonov regularization for linear discrete ill-posed problems

被引:0
作者
Michiel E. Hochstenbach
Lothar Reichel
机构
[1] Eindhoven University of Technology,Department of Mathematics and Computer Science
[2] Kent State University,Department of Mathematical Sciences
来源
BIT Numerical Mathematics | 2011年 / 51卷
关键词
Ill-posed problem; Regularization; Fractional Tikhonov; Weighted residual norm; Filter function; Discrepancy principle; Solution norm constraint; 65F10; 65F22; 65R30;
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学科分类号
摘要
Tikhonov regularization is one of the most popular methods for solving linear systems of equations or linear least-squares problems with a severely ill-conditioned matrix A. This method replaces the given problem by a penalized least-squares problem. The present paper discusses measuring the residual error (discrepancy) in Tikhonov regularization with a seminorm that uses a fractional power of the Moore-Penrose pseudoinverse of AAT as weighting matrix. Properties of this regularization method are discussed. Numerical examples illustrate that the proposed scheme for a suitable fractional power may give approximate solutions of higher quality than standard Tikhonov regularization.
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页码:197 / 215
页数:18
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