Regularized Linear Inversion with Randomized Singular Value Decomposition

DOI10.1007/978-3-030-48634-1_5zbMath1451.65043arXiv1909.01947OpenAlexW3167796844MaRDI QIDQ5117954

Bangti Jin, Kazufumi Ito

Publication date: 26 August 2020

Published in: Mathematical and Numerical Approaches for Multi-Wave Inverse Problems (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1909.01947

zbMATH Keywords

Tikhonov regularizationlinear inverse problemsrandomized singular value decomposition

Mathematics Subject Classification ID

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

Related Items (2)

A probabilistic oracle inequality and quantification of uncertainty of a modified discrepancy principle for statistical inverse problems ⋮ Solution of the EEG inverse problem by random dipole sampling

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Finding structure with randomness: Probabilistic algorithms for constructing approximate matrix decompositions
• An a posteriori parameter choice for Tikhonov regularization in the presence of modeling error
• Sketching meets random projection in the dual: a provable recovery algorithm for big and high-dimensional data
• A weighted pseudoinverse, generalized singular values, and constrained least squares problems
• Randomized algorithms for low-rank matrix factorizations: sharp performance bounds
• Iterative Hessian sketch: Fast and accurate solution approximation for constrained least-squares
• Tikhonov Regularization and Randomized GSVD
• Regularization with randomized SVD for large-scale discrete inverse problems
• Inverse Problems
• Random Projections for Classification: A Recovery Approach
• Randomized algorithms for large-scale inverse problems with general Tikhonov regularizations
• Regularization of linear ill-posed problems with noisy right hand side and noisy operator
• Matrix Analysis
• The x-ray transform: singular value decomposition and resolution
• Existence and Uniqueness for Electrode Models for Electric Current Computed Tomography
• On the Perturbation of Pseudo-Inverses, Projections and Linear Least Squares Problems
• Modified truncated randomized singular value decomposition (MTRSVD) algorithms for large scale discrete ill-posed problems with general-form regularization
• On the degree of ill-posedness of multi-dimensional magnetic particle imaging
• On the Decay Rate of the Singular Values of Bivariate Functions
• A convergent adaptive finite element method for electrical impedance tomography
• Subspace Iteration Randomization and Singular Value Problems
• Accurate Low-Rank Approximations Via a Few Iterations of Alternating Least Squares
• An analysis of finite element approximation in electrical impedance tomography
• Fast monte-carlo algorithms for finding low-rank approximations

This page was built for publication: Regularized Linear Inversion with Randomized Singular Value Decomposition