Solution of ill-posed problems by means of Truncated SVD (Singular Value Decomposition)

Technical Report · Wed Jun 01 00:00:00 EDT 1988

OSTI ID:6987431

Hansen, P C

We investigate /ital Truncated Singular Value Decomposition/ (TSVD) solutions to ill-posed least squares problems involving matrices with ill-determined as well as well-determined numerical rank. If a /ital discrete Picard condition/ is satisfied, then in /ital both cases/ the truncation parameter can be chosen such that the TSVD solution is satisfactory. The appropriate truncation parameter, giving the optimal signal-to-noise ratio in the solution, is the minimizer of the generalized cross-validation. 26 refs.

• Research Organization: USDOE, Washington, DC; Oak Ridge National Lab., TN (USA)
• DOE Contract Number: AC05-84OR21400
• OSTI ID: 6987431
• Report Number(s): ORNL/TM-10772; ON: DE88013510
• Country of Publication: United States
• Language: English

Related Subjects

99 GENERAL AND MISCELLANEOUS//MATHEMATICS, COMPUTING, AND INFORMATION SCIENCE
INTEGRAL EQUATIONS
NUMERICAL SOLUTION
ALGORITHMS
CALCULATION METHODS
MATHEMATICS
PERTURBATION THEORY
SIGNAL-TO-NOISE RATIO
STATISTICS
EQUATIONS
MATHEMATICAL LOGIC
990230* - Mathematics & Mathematical Models- (1987-1989)