For the solution of linear ill-posed problems, in this paper we introduce a simple algorithm for the choice of the regularization parameters when performing multi-parameter Tikhonov regularization through an iterative scheme. More specifically, the new technique is based on the use of the Arnoldi-Tikhonov method and the discrepancy principle. Numerical experiments arising from the discretization of integral equations are presented.
Multi-parameter Arnoldi-Tikhonov methods
GAZZOLA, SILVIA;NOVATI, PAOLO
2013
Abstract
For the solution of linear ill-posed problems, in this paper we introduce a simple algorithm for the choice of the regularization parameters when performing multi-parameter Tikhonov regularization through an iterative scheme. More specifically, the new technique is based on the use of the Arnoldi-Tikhonov method and the discrepancy principle. Numerical experiments arising from the discretization of integral equations are presented.
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