An adaptive pruning algorithm for the discrete L-curve criterion

  • Authors:
  • Per Christian Hansen;Toke Koldborg Jensen;Giuseppe Rodriguez

  • Affiliations:
  • Informatics and Mathematical Modelling, Technical University of Denmark, Lyngby, Denmark;Informatics and Mathematical Modelling, Technical University of Denmark, Lyngby, Denmark;Dipartimento di Matematica e Informatica, Università di Cagliari, Cagliari, Italy

  • Venue:
  • Journal of Computational and Applied Mathematics - Special issue: Applied computational inverse problems
  • Year:
  • 2007

Quantified Score

Hi-index 0.00

Visualization

Abstract

We describe a robust and adaptive implementation of the L-curve criterion. The algorithm locates the corner of a discrete L-curve which is a log-log plot of corresponding residual norms and solution norms of regularized solutions from a method with a discrete regularization parameter (such as truncated SVD or regularizing CG iterations). Our algorithm needs no predefined parameters, and in order to capture the global features of the curve in an adaptive fashion, we use a sequence of pruned L-curves that correspond to considering the curves at different scales. We compare our new algorithm to existing algorithms and demonstrate its robustness by numerical examples.