A conjugate-gradient-type rational Krylov subspace method for ill-posed problems
Abstract:
Conjugated gradients on the normal equation (CGNE) is a popular method to regularise linear inverse problems. The idea of the method can be summarized as minimising the residuum over a suitable Krylov subspace. It is shown that using the same idea for the shift-and-invert rational Krylov subspace yields an order-optimal regularisation scheme.
| Zugehörige Institution(en) am KIT | Institut für Angewandte und Numerische Mathematik (IANM) |
| Publikationstyp | Zeitschriftenaufsatz |
| Publikationsmonat/-jahr | 01.2020 |
| Sprache | Englisch |
| Identifikator | ISSN: 0266-5611, 1361-6420 KITopen-ID: 1000117644 |
| Erschienen in | Inverse problems |
| Verlag | Institute of Physics Publishing Ltd (IOP Publishing Ltd) |
| Band | 36 |
| Heft | 1 |
| Seiten | Art. Nr.: 015008 |
| Vorab online veröffentlicht am | 20.12.2019 |
| Schlagwörter | order-optimal regularisation scheme, rational Krylov subspace method, discrepancy principle |
| Nachgewiesen in | Dimensions Scopus |