A new L-curve for ill-posed problems

被引:46
|
作者
Reichel, Lothar [2 ]
Sadok, Hassane [1 ]
机构
[1] Univ Littoral, Lab Math Pures & Appl, Ctr Univ Mi Voix, F-62228 Calais, France
[2] Kent State Univ, Dept Math Sci, Kent, OH 44242 USA
关键词
ill-posed problem; truncated singular value decomposition; truncation criterion; L-curve;
D O I
10.1016/j.cam.2007.01.025
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
The truncated singular value decomposition is a popular method for the solution of linear ill-posed problems. The method requires the choice of a truncation index, which affects the quality of the computed approximate solution. This paper proposes that an L-curve, which is determined by how well the given data (right-hand side) can be approximated by a linear combination of the first (few) left singular vectors (or functions), be used as an aid for determining the truncation index. (C) 2008 Elsevier B.V. All rights reserved.
引用
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页码:493 / 508
页数:16
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