A parameter choice method for Tikhonov regularization. (English) Zbl 1065.65059

Summary: A new parameter choice method for Tikhonov regularization of discrete ill-posed problems is presented. Some of the regularized solutions of a discrete ill-posed problem are less sensitive than others to the perturbations in the right-hand side vector. This method chooses one of the insensitive regularized solutions using a certain criterion. Numerical experiments show that the new method is competitive with the popular \(L\)-curve method. An analysis of the new method is given for a model problem, which explains how this method works.


65F22 Ill-posedness and regularization problems in numerical linear algebra
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