Regularization, GSVD and Truncated GSVD (generalized singular value decomposition)
Technical Report
·
OSTI ID:6788384
The generalized singular value decomposition (GSVD) is used to analyze two alternative methods for solving ill-posed problems: regularization in general form, and truncated SVD. We give conditions in which suitable solutions can be found, discuss the perturbation theory, and show that the optimum regularization and truncation parameters can be computed via generalized cross-validation. Our analysis also sheds light on a particular method, based on a transformation to standard form, that avoids the numerical difficulties associated with computation of the GSVD. 15 refs., 1 fig.
- Research Organization:
- Oak Ridge National Lab., TN (USA)
- DOE Contract Number:
- AC05-84OR21400
- OSTI ID:
- 6788384
- Report Number(s):
- ORNL/TM-10779; ON: DE88017303
- Country of Publication:
- United States
- Language:
- English
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