The triangle method for finding the corner of the L-curve

  • Authors:
  • J. Longina Castellanos;Susana Gómez;Valia Guerra

  • Affiliations:
  • Instituto de Cibernética, Matemática y Física (ICIMAF), Cuba;Instituto de Investigaciones en Matemáticas Aplicadas y Sistemas (IIMAS), UNAM, Apdo Postal 20-726, 01000 México City, Mexico;Instituto de Cibernética, Matemática y Física (ICIMAF), Cuba

  • Venue:
  • Applied Numerical Mathematics
  • Year:
  • 2002

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Abstract

The Conjugate Gradient Method (CG) has an intrinsic regularization property when applied to systems of linear equations with ill-conditioned matrices. This regularization property is specially useful when either the right-hand side or the coefficient matrix, or both are given with errors. The regularization parameter is the iteration number, and in order to find this parameter, the L-curve is used. Here we present a novel method to find the corner of the L-curve, that determines the regularizing iteration number. Numerical results on the collection of test problems [SIAM J. Sci. Comput. 16 (1995) 506-512] are given to illustrate the potentiality of the method.