Title
Regularization matrices for discrete ill-posed problems in several space dimensions.
Abstract
Many applications in science and engineering require the solution of large linear discrete ill-posed problems that are obtained by the discretization of a Fredholm integral equation of the first kind in several space-dimensions. The matrix that defines these problems is very ill-conditioned and generally numerically singular, and the right-hand side, which represents measured data, typically is contaminated by measurement error. Straightforward solution of these problems generally is not meaningful due to severe error propagation. Tikhonov regularization seeks to alleviate this difficulty by replacing the given linear discrete ill-posed problem by a penalized least-squares problem, whose solution is less sensitive to the error in the right-hand side and to round-off errors introduced during the computations. This paper discusses the construction of penalty terms that are determined by solving a matrix-nearness problem. These penalty terms allow partial transformation to standard form of Tikhonov regularization problems that stem from the discretization of integral equations on a cube in several space-dimensions.
Year
Venue
Field
2018
Numerical Lin. Alg. with Applic.
Tikhonov regularization,Discretization,Mathematical optimization,Well-posed problem,Fredholm integral equation,Matrix (mathematics),Integral equation,Regularization (mathematics),Mathematics,Regularization perspectives on support vector machines
DocType
Volume
Issue
Journal
25
4
Citations 
PageRank 
References 
1
0.36
8
Authors
4
Name
Order
Citations
PageRank
L. Dykes1112.11
Guang-Xin Huang210.36
Silvia Noschese3326.77
Lothar Reichel445395.02