Lanczos-based exponential filtering for discrete ill-posed problems

被引:17
作者
Calvetti, D
Reichel, L
机构
[1] Case Western Reserve Univ, Dept Math, Cleveland, OH 44106 USA
[2] Kent State Univ, Dept Math & Comp Sci, Kent, OH 44242 USA
基金
美国国家科学基金会;
关键词
iterative method; regularization; exponential filter function;
D O I
10.1023/A:1014899604567
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We describe regularizing iterative methods for the solution of large ill-conditioned linear systems of equations that arise from the discretization of linear ill-posed problems. The regularization is specified by a filter function of Gaussian type, A parameter mu determines the amount of regularization applied. The iterative methods are based on a truncated Lanczos decomposition and the filter function is approximated by a linear combination of Lanczos polynomials. A suitable value of the regularization parameter is determined by an L-curve criterion. Computed examples that illustrate the performance of the methods are presented.
引用
收藏
页码:45 / 65
页数:21
相关论文
共 18 条
[1]  
Calvetti D, 1999, APPL COMPUT CONT SIG, V1, P313
[2]   Smooth or abrupt: a comparison of regularization methods [J].
Calvetti, D ;
Lewis, B ;
Reichel, L .
ADVANCED SIGNAL PROCESSING ALGORITHMS, ARCHITECTURES, AND IMPLEMENTATIONS VIII, 1998, 3461 :286-295
[3]   Iterative exponential filtering for large discrete ill-posed problems [J].
Calvetti, D ;
Reichel, L ;
Zhang, Q .
NUMERISCHE MATHEMATIK, 1999, 83 (04) :535-556
[4]  
CALVETTI D, 1995, P SOC PHOTO-OPT INS, V2563, P338, DOI 10.1117/12.211410
[5]  
CALVETTI D, 2000, SPIE, V4116, P385
[6]   2 POLYNOMIAL METHODS OF CALCULATING FUNCTIONS OF SYMMETRICAL MATRICES [J].
DRUSKIN, VL ;
KNIZHNERMAN, LA .
USSR COMPUTATIONAL MATHEMATICS AND MATHEMATICAL PHYSICS, 1989, 29 (06) :112-121
[7]  
Golub G.H., 2013, MATRIX COMPUTATIONS
[8]  
GOLUB GH, 1994, PITMAN RES, V303, P105
[9]   Restoration of atmospherically blurred images by symmetric indefinite conjugate gradient techniques [J].
Hanke, M ;
Nagy, JG .
INVERSE PROBLEMS, 1996, 12 (02) :157-173
[10]  
Hanke M., 1993, Surveys on Mathematics for Industry, V3, P253