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A Newton root-finding algorithm for estimating the regularization parameter for solving ill-conditioned least squares problems - MaRDI portal

A Newton root-finding algorithm for estimating the regularization parameter for solving ill-conditioned least squares problems (Q3608362)

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A Newton root-finding algorithm for estimating the regularization parameter for solving ill-conditioned least squares problems
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    A Newton root-finding algorithm for estimating the regularization parameter for solving ill-conditioned least squares problems (English)
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    4 March 2009
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    Least squares problems
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    regularization
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    Newton method
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    root finding
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    comparison of methods
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    numerical examples
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    ill-conditioned overdetermined systems
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    singular value decomposition
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    performance
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    generalized cross-validation
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    unbiased predictive risk estimation
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