Analysis of Discrete Ill-Posed Problems by Means of the L-Curve.pdf

Analysis of Discrete Ill-Posed Problems by Means of the L-Curve.pdf

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1、SIAMREVIEW()1992SocietyforIndustrialandAppliedMathematicsVol.34,No.4,pp.561-580,December1992002ANALYSISOFDISCRETEILL-POSEDPROBLEMSBYMEANSOFTHEL-CURVE*PEltCHltISTIANHANSENtAbstract.Whendiscreteill-posedproblemsareanalyzedandsolvedbyvariousnumericalregu

2、larizationtechniques,averyconvenientwaytodisplayinformationabouttheregularizedsolutionistoplotthenormorseminormofthesolutionversusthenormoftheresidualvector.Inparticular,thegraphassociatedwithTikhonovregularizationplaysacentralrole.Themainpurposeofthi

3、spaperistoadvocatetheuseofthisgraphinthenumericaltreatmentofdiscreteill-posedproblems.Thegraphischaracterizedquantitatively,andseveralimportantrelationsbetweenregularizedsolutionsandthegrapharederived.Itisalsodemonstratedthatseveralmethodsforchoosingt

4、heregularizationparameterarerelatedtolocatingacharacteristicL-shaped"corner"ofthegraph.Keywords,discreteill-posedproblems,leastsquares,generalizedSVD,regularizationAMS(MOS)subjectclassifications.65F20,65F301.Introduction.WesaythatthealgebraicproblemsA

5、xbandmin[IAxarediscreteill-posedproblemsifthematrixAisillconditionedandallitssingularvaluesdecaytozeroinsuchawaythatthereisnoparticulargapinthesingularvaluespectrum.Discreteill-posedproblemsariseinavarietyofapplications:astronomy[5],comput-erizedtomog

6、raphy[32],earlyvision[2],electrocardiography[7],mathematicalphysics[41],andmeteorology[46],tomentionjustafew.TheunderlyingmathematicalproblemisoftenbutnotalwaysalinearFredholmintegralequationofthefirstkind.Thereisavastamountofliteratureonill-posedprob

7、lemsinthesettingofHilbert-spacesandotherinfinite-dimensionalspaces;see,e.g.,[10],[11],[13],[14],[27],[31],[40],[47].Theapproachtakeninthispaperisdifferent:wetakethealgebraicproblemsAxbandminIIAx-bllasourbasis,andweusenumericallinearalgebra--inpartic-u

8、lar,thegeneralizedsingularvaluedecompositionmtoderiveourresults.Introductionstodiscreteill-posedproblemscanbefoundin[4],[5],[29],[33],[35],[43],[44].ThemonographbyHofmann[25]containsawealthofmaterialoninfinite-dimensionalaswellasfinite-dimensi

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