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The use and properties of Tikhonov filter matrices.
Mid Sweden University, Faculty of Science, Technology and Media, Department of Engineering, Physics and Mathematics.
Responsible organisation
2000 (English)In: SIAM Journal on Matrix Analysis and Applications, ISSN 0895-4798, Vol. 22, no 1, 276-281 p.Article in journal (Refereed) Published
Abstract [en]

We consider the concept of Tikhonov filter matrices in connection with discrete ill-posed and rank-deficient linear problems. Important properties of the Tikhonov filter matrices are given together with their filtering and regularization effects. We also present new perturbation identities for the Tikhonov regularized linear least squares problem using filter matrices generalizing well-known perturbation identities for the linear least squares problem and pseudoinverses.

Place, publisher, year, edition, pages
2000. Vol. 22, no 1, 276-281 p.
Keyword [en]
Tikhonov regularization, rank-deficient, pseudoinverse, filter factors
National Category
Mathematics
Identifiers
URN: urn:nbn:se:miun:diva-3977Local ID: 4391OAI: oai:DiVA.org:miun-3977DiVA: diva2:29009
Available from: 2008-09-30 Created: 2009-09-21Bibliographically approved

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  • apa
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