Regularization of singular least squares problems
نویسنده
چکیده
In this note we analyze the in uence of the regularization procedure applied to singular LS square problems It appears that due to nite numerical accuracy within the computer calculations the regularization parameter has to belong to a particular range of values in order to have the regularized solution close to that associated to the singular LS problem Surprisingly enough this range essentially depends on the square root of the computer precision while the de ciency or singularity of the regularized LS problem is governed by this precision The analysis is based on matrix perturbation theory for which the paper is an utmost reference
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