QUANTIFYING INFORMATION-CONTENT FOR ILL-POSED PROBLEMS

被引:19
作者
GILLIAM, DS [1 ]
LUND, JR [1 ]
VOGEL, CR [1 ]
机构
[1] MONTANA STATE UNIV,DEPT MATH SCI,BOZEMAN,MT 59717
关键词
D O I
10.1088/0266-5611/6/5/004
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
The notion of the 'effective rank' for the discretization of an ill-posed operator equation Kf=g is introduced as a means of quantifying information content for the problem. For operators K with a singular value decomposition effective rank is a computable quantity which depends on the singular values of K, the regularization method being applied, and an error amplification ratio, which relates error in the solution to noise in the data. Examples are presented in which the effective rank is computed for the backward heat equation and for second differentiation of data.
引用
收藏
页码:725 / 736
页数:12
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