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Journal article

Iterative Regularization with Minimum-Residual Methods

From

Department of Informatics and Mathematical Modeling, Technical University of Denmark1

Scientific Computing, Department of Informatics and Mathematical Modeling, Technical University of Denmark2

We study the regularization properties of iterative minimum-residual methods applied to discrete ill-posed problems. In these methods, the projection onto the underlying Krylov subspace acts as a regularizer, and the emphasis of this work is on the role played by the basis vectors of these Krylov subspaces.

We provide a combination of theory and numerical examples, and our analysis confirms the experience that MINRES and MR-II can work as general regularization methods. We also demonstrate theoretically and experimentally that the same is not true, in general, for GMRES and RRGMRES their success as regularization methods is highly problem dependent.

Language: English
Publisher: Kluwer Academic Publishers
Year: 2007
Pages: 103-120
ISSN: 15729125 and 00063835
Types: Journal article
DOI: 10.1007/s10543-006-0109-5
ORCIDs: Hansen, Per Christian

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