Iterative methods for ill-posed problems and semiconvergent sequences

  • Authors:
  • S. Morigi;L. Reichel;F. Sgallari;F. Zama

  • Affiliations:
  • Department of Mathematics, University of Bologna, Bologna, Italy;Department of Mathematical Sciences, Kent State University, Kent, OH;Department of Mathematics, University of Bologna, Bologna, Italy;Department of Mathematics, University of Bologna, Bologna, Italy

  • Venue:
  • Journal of Computational and Applied Mathematics
  • Year:
  • 2006

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Abstract

Iterative schemes, such as LSQR and RRGMRES, are among the most efficient methods for the solution of large-scale ill-posed problems. The iterates generated by these methods form semiconvergent sequences. A meaningful approximation of the desired solution of an ill-posed problem often can be obtained by choosing a suitable member of this sequence. However, it is not always a simple matter to decide which member to choose. Semiconvergent sequences also arise when approximating integrals by asymptotic expansions, and considerable experience and analysis of how to choose a suitable member of a semiconvergent sequence in this context are available. The present note explores how the guidelines developed within the context of asymptotic expansions can be applied to iterative methods for ill-posed problems.