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GKB-FP

swMATH ID: 2082
Software Authors: Viloche Bazán, Fermín S.; Borges, Leonardo S.
Description: GKB-FP: An algorithm for large-scale discrete ill-posed problems. The authors present a new algorithm for discrete ill-posed problems, which is called GKB-FP. This method exploits the Golub-Kahan bidiagonalization algorithm together with Tikhonov regularization in the generated Krylov subspace. The regularization parameter for the projected problem is chosen by the fixed-point method already presented by the first author. A detailed convergence analysis is provided. The paper is enriched by many numerical results on well-known problems so that the effectiveness of the method appears comparable with other methods already used, and even better.
Homepage: http://www.mtm.ufsc.br/~fermin/lancfp_rev.pdf
Keywords: Tikhonov regularization; large-scale problems; discrete ill-posed problems; Golub-Kahan bidiagonalization; Krylov subspace; fixed-point method; convergence; numerical results
Related Software: Regularization tools; LSQR; RestoreTools; LSMR; UTV; HyBR; IR Tools; Matlab; ForWaRD; AIR tools; NeNMF; JDQZ; JDQR; mftoolbox; PROPACK
Cited in: 16 Publications

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