Iterative regularization with minimum-residual methods

被引:58
作者
Jensen, T. K.
Hansen, P. C.
机构
[1] TNM Consult, DK-2730 Herlev, Denmark
[2] Tech Univ Denmark, DK-2800 Lyngby, Denmark
关键词
iterative regularization; discrete ill-posed problems; GMRES; RRGMRES; MINRES; MR-II; Krylov subspaces;
D O I
10.1007/s10543-006-0109-5
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
We study the regularization properties of iterative minimum-residual methods applied to discrete ill-posed problems. In these methods, the projection onto the underlying Krylov subspace acts as a regularizer, and the emphasis of this work is on the role played by the basis vectors of these Krylov subspaces. We provide a combination of theory and numerical examples, and our analysis confirms the experience that MINRES and MR-II can work as general regularization methods. We also demonstrate theoretically and experimentally that the same is not true, in general, for GMRES and RRGMRES - their success as regularization methods is highly problem dependent.
引用
收藏
页码:103 / 120
页数:18
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