Tikhonov Regularization with a Solution Constraint

  • Authors:
  • Daniela Calvetti;Lothar Reichel

  • Affiliations:
  • -;-

  • Venue:
  • SIAM Journal on Scientific Computing
  • Year:
  • 2005

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Abstract

Many numerical methods for the solution of linear ill-posed problems apply Tikhonov regularization. This paper presents a modification of a numerical method proposed by Golub and von Matt for quadratically constrained least-squares problems and applies it to Tikhonov regularization of large-scale linear discrete ill-posed problems. The method is based on partial Lanczos bidiagonalization and Gauss quadrature. Computed examples illustrating its performance are presented.