Fractional Tikhonov regularization for linear discrete ill-posed problems
Michiel E. Hochstenbach, Lothar Reichel
Abstract
Michiel E. Hochstenbach, Lothar Reichel
Abstract
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 AAT 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 AAT 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, Regularization perspectives on support vector machines, Regularization (linguistics), Mathematics, Applied mathematics, Weighting