Fractional Tikhonov regularization for linear discrete ill-posed problems
Michiel E. Hochstenbach, Lothar Reichel
Abstract
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Michiel E. Hochstenbach, Lothar Reichel
Abstract
Open-access reader
Tikhonov regularization is one of the most popular methods for solving linear systems of equations or linear least-squares problems with a severely ill-conditioned matrix A. This method replaces the given problem by a penalized least-squares problem. The present paper discusses measuring the residual error (discrepancy) in Tikhonov regularization with a seminorm that uses a fractional power of the Moore-Penrose pseudoinverse of AA T as weighting matrix. Properties of this regularization method are discussed. Numerical examples illustrate that the proposed scheme for a suitable fractional power may give approximate solutions of higher quality than standard Tikhonov regularization.
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Tikhonov regularization is one of the most popular methods for solving linear systems of equations or linear least-squares problems with a severely ill-conditioned matrix A. This method replaces the given problem by a penalized least-squares problem. The present paper discusses measuring the residual error (discrepancy) in Tikhonov regularization with a seminorm that uses a fractional power of the Moore-Penrose pseudoinverse of AA T as weighting matrix. Properties of this regularization method are discussed. Numerical examples illustrate that the proposed scheme for a suitable fractional power may give approximate solutions of higher quality than standard Tikhonov regularization.
Key concepts: Tikhonov regularization, Backus–Gilbert method, Moore–Penrose pseudoinverse, Mathematics, Regularization (linguistics), Regularization perspectives on support vector machines, Applied mathematics, Weighting