Multi-parameter regularization techniques for ill-conditioned linear systems

被引:79
|
作者
Brezinski, C [1 ]
Redivo-Zaglia, M
Rodriguez, G
Seatzu, S
机构
[1] Univ Sci & Tech Lille Flandres Artois, Lab Anal Numer & Optimisat, F-59655 Villeneuve Dascq, France
[2] Univ Padua, Dipartimento Matemat Pura & Applicata, I-35131 Padua, Italy
[3] Univ Cagliari, Dipartimento Matemat, I-09123 Cagliari, Italy
关键词
D O I
10.1007/s00211-002-0435-8
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
When a system of linear equations is ill-conditioned, regularization techniques provide a quite useful tool for trying to overcome the numerical inherent difficulties: the ill-conditioned system is replaced by another one whose solution depends on a regularization term formed by a scalar and a matrix which are to be chosen. In this paper, we consider the case of several regularizations terms added simultaneously, thus overcoming the problem of the best choice of the regularization matrix. The error of this procedure is analyzed and numerical results prove its efficiency.
引用
收藏
页码:203 / 228
页数:26
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