Analysis of Discrete Ill-Posed Problems by Means of the L-Curve

When discrete ill-posed problems are analyzed and solved by various numerical regularization techniques, a very convenient way to display information about the regularized solution is to plot the norm or seminorm of the solution versus the norm of the residual vector. In particular, the graph associated with Tikhonov regularization plays a central role. The main purpose of this paper is to advocate the use of this graph in the numerical treatment of discrete ill-posed problems. The graph is characterized quantitatively, and several important relations between regularized solutions and the graph are derived. It is also demonstrated that several methods for choosing the regularization parameter are related to locating a characteristic L-shaped "corner" of the graph. Key words, discrete ill-posed problems, least squares, generalized SVD, regularization AMS(MOS) subject classifications. 65F20, 65F30