Iterative schemes, such as LSQR and RRGMRES, are among the most efficient methods for the solution of large-scale ill-posed problems. The iterates generated by these methods form semiconvergent sequences. A meaningful approximation of the desired solution of an ill-posed problem often can be obtained by choosing a suitable member of this sequence. However, it is not always a simple matter to decide which member to choose. Semiconvergent sequences also arise when approximating integrals by asymptotic expansions, and considerable experience and analysis of how to choose a suitable member of a semiconvergent sequence in this context are available. The present note explores how the guidelines developed within the context of asymptotic expansions can be applied to iterative methods for ill-posed problems.
S. MORIGI, L. REICHEL, F. SGALLARI, F. ZAMA (2006). Iterative methods for ill-posed problems and semiconvergent sequences. JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 193(1), 157-167 [10.1016/j.cam.2005.05.028].
Iterative methods for ill-posed problems and semiconvergent sequences
MORIGI, SERENA;SGALLARI, FIORELLA;ZAMA, FABIANA
2006
Abstract
Iterative schemes, such as LSQR and RRGMRES, are among the most efficient methods for the solution of large-scale ill-posed problems. The iterates generated by these methods form semiconvergent sequences. A meaningful approximation of the desired solution of an ill-posed problem often can be obtained by choosing a suitable member of this sequence. However, it is not always a simple matter to decide which member to choose. Semiconvergent sequences also arise when approximating integrals by asymptotic expansions, and considerable experience and analysis of how to choose a suitable member of a semiconvergent sequence in this context are available. The present note explores how the guidelines developed within the context of asymptotic expansions can be applied to iterative methods for ill-posed problems.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.