Combining approximate solutions for linear discrete ill-posed problems

M.E. Hochstenbach, L. Reichel

Research output: Contribution to journalArticleAcademicpeer-review

3 Citations (Scopus)

Abstract

Linear discrete ill-posed problems of small to medium size are commonly solved by first computing the singular value decomposition of the matrix and then determining an approximate solution by one of several available numerical methods, such as the truncated singular value decomposition or Tikhonov regularization. The determination of an approximate solution is relatively inexpensive once the singular value decomposition is available. This paper proposes to compute several approximate solutions by standard methods and then extract a new candidate solution from the linear subspace spanned by the available approximate solutions. We also describe how the method may be used for large-scale problems.
Original languageEnglish
Pages (from-to)2179-2185
JournalJournal of Computational and Applied Mathematics
Volume236
Issue number8
DOIs
Publication statusPublished - 2012

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