Simplified GSVD computations for the solution of linear discrete ill-posed problems

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Simplified GSVD computations for the solution of linear discrete ill-posed problems

The generalized singular value decomposition (GSVD) often is used to solve Tikhonov regularization problems with a regularization matrix without exploitable structure. This paper describes how the standard methods for the computation of the GSVD of a matrix pair can be simplified in the context of Tikhonov regularization. Also, other regularization methods, including truncated GSVD, are conside...

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ژورنال

عنوان ژورنال: Journal of Computational and Applied Mathematics

سال: 2014

ISSN: 0377-0427

DOI: 10.1016/j.cam.2013.04.019