Computation of Regularization Parameters using the Fourier Coefficients

Zama, Fabiana (2009) Computation of Regularization Parameters using the Fourier Coefficients. [Preprint]
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In the solution of ill-posed problems by means of regularization methods, a crucial issue is the computation of the regularization parameter. In this work we focus on the Truncated Singular Value Decomposition (TSVD) and Tikhonov method and we define a method for computing the regularization parameter based on the behavior of Fourier coefficients. We compute a safe index for truncating the TSVD and consequently a value for the regularization parameter of the Tikhonov method. An extensive numerical experimentation is carried out on the Hansen's Regtool test problems and the results confirm the effectiveness and robustness of the method proposed.

Document type
Zama, Fabiana
Singular Value Decomposition, Regularization methods, Tikhonov method, Ill-posed problems, Integral equations
Deposit date
18 Jun 2009
Last modified
16 May 2011 12:10

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