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

DOI10.1088/0266-5611/25/2/025002zbMath1163.65019OpenAlexW2090890761MaRDI QIDQ3608362

Rosemary A. Renaut, Jodi L. Mead

Publication date: 4 March 2009

Published in: Inverse Problems (Search for Journal in Brave)

Full work available at URL: https://scholarworks.boisestate.edu/cgi/viewcontent.cgi?article=1014&context=math_facpubs

zbMATH Keywords

performancecomparison of methodsregularizationnumerical examplessingular value decompositionNewton methodgeneralized cross-validationroot findingLeast squares problemsunbiased predictive risk estimationill-conditioned overdetermined systems

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Ill-posedness and regularization problems in numerical linear algebra (65F22) Complexity and performance of numerical algorithms (65Y20)

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Uses Software

• Regularization tools

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