Transactions of the Japan Society for Industrial and Applied Mathematics
Online ISSN : 2424-0982
ISSN-L : 0917-2246
Regularization by Direct Method and its Optimization
Susumu NAKATATakashi KITAGAWAYohsuke HOSODA
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2000 Volume 10 Issue 2 Pages 163-173

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Abstract
Turncated SVD (Singular Value Decomposition) method and regularization method by SVD are effective for ill-conditiond linear operator equations with noisy data. A direct method by QR factorization[6]has proposed instead of the turncated SVD method which is computed by iterative method. We propose a new regularization method using QR factorization which requires far less computational cost than that of SVD. We apply the L-curve method for the choice of regularization parameter, which is often used to produce reasonable solution. We show that the new method gives good approximate solutions for the problem with far less computational cost in numerical examples.
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© 2000 The Japan Society for Industrial and Applied Mathematics
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