A proximal approach to the inversion of ill-conditioned matrices

被引：2

作者：

Marechal, Pierre ^{[1
]}

Rondepierre, Aude ^{[2
]}

机构：

[1] Univ Toulouse 3, Inst Math, F-31062 Toulouse 9, France

[2] INSA Toulouse, Inst Math, Dept GMM, F-31077 Toulouse, France

来源：

COMPTES RENDUS MATHEMATIQUE | 2009年 / 347卷 / 23-24期

关键词：

POINT ALGORITHM;

D O I：

10.1016/j.crma.2009.09.026

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

We propose a general proximal algorithm for the inversion of ill-conditioned matrices. This algorithm is based on a variational characterization of pseudo-inverses. We show that a particular instance of it (with constant regularization parameter) belongs to the class of fixed point methods. Convergence of the algorithm is also discussed. To cite this article: P Marechal, A. Rondepierre, C R. Acad. Sci. Paris, Ser. I 347 (2009). (C) 2009 Academie des sciences. Published by Elsevier Masson SAS. All rights reserved.

引用

页码：1435 / 1438

页数：4

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