Title
Global Golub-Kahan bidiagonalization applied to large discrete ill-posed problems.
Abstract
We consider the solution of large linear systems of equations that arise from the discretization of ill-posed problems. The matrix has a Kronecker product structure and the right-hand side is contaminated by measurement error. Problems of this kind arise, for instance, from the discretization of Fredholm integral equations of the first kind in two space-dimensions with a separable kernel and in image restoration problems. Regularization methods, such as Tikhonov regularization, have to be employed to reduce the propagation of the error in the right-hand side into the computed solution. We investigate the use of the global GolubKahan bidiagonalization method to reduce the given large problem to a small one. The small problem is solved by employing Tikhonov regularization. A regularization parameter determines the amount of regularization. The connection between global GolubKahan bidiagonalization and Gauss-type quadrature rules is exploited to inexpensively compute bounds that are useful for determining the regularization parameter by the discrepancy principle.
Year
DOI
Venue
2017
10.1016/j.cam.2017.03.016
J. Computational Applied Mathematics
Keywords
Field
DocType
Global Golub–Kahan bidiagonalization,Ill-posed problems,Gauss quadrature
Tikhonov regularization,Discretization,Mathematical optimization,Well-posed problem,Kronecker product,Mathematical analysis,Backus–Gilbert method,Bidiagonalization,Regularization (mathematics),Mathematics,Regularization perspectives on support vector machines
Journal
Volume
Issue
ISSN
322
C
0377-0427
Citations 
PageRank 
References 
0
0.34
0
Authors
4
Name
Order
Citations
PageRank
A. H. Bentbib170.87
M. El Guide270.87
Khalide Jbilou33812.08
Lothar Reichel445395.02