Some matrix nearness problems suggested by Tikhonov regularization

Research paper by Silvia Noschese, Lothar Reichel

Indexed on: 19 Mar '16Published on: 24 Apr '15Published in: Linear Algebra and its Applications


The numerical solution of linear discrete ill-posed problems typically requires regularization, i.e., replacement of the available ill-conditioned problem by a nearby better conditioned one. The most popular regularization methods for problems of small to moderate size are Tikhonov regularization and truncated singular value decomposition (TSVD). By considering matrix nearness problems related to Tikhonov regularization, several novel regularization methods are derived. These methods share properties with both Tikhonov regularization and TSVD, and can give approximate solutions of higher quality than either one of these methods.