Subspace preconditioned LSQR for discrete ill-posed problems

被引：65

作者：

Jacobsen, M

Hansen, PC

Saunders, MA

机构：

[1] Tech Univ Denmark, DK-2800 Lyngby, Denmark

[2] Stanford Univ, Dept Management Sci & Engn, Stanford, CA 94305 USA

来源：

BIT NUMERICAL MATHEMATICS | 2003年 / 43卷 / 05期

基金：

美国国家科学基金会;

关键词：

ill-posed problems; regularization; two-level iterative methods; Schur complement CG method; LSQR;

D O I：

10.1023/B:BITN.0000014547.88978.05

中图分类号：

TP31 [计算机软件];

学科分类号：

081202 [计算机软件与理论]; 0835 [软件工程];

摘要：

We present a novel implementation of a two-level iterative method for the solution of discrete linear ill-posed problems. The algorithm is algebraically equivalent to the two-level Schur complement CG algorithm of Hanke and Vogel, but involves less work per iteration. We review the algorithm, discuss our implementation, and show promising results from numerical experiments that give insight into the proper use of the algorithm.

引用

页码：975 / 989

页数：15

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