PUMA
Istituto di Informatica e Telematica     
Favati P., Lotti G., Menchi O., Romani F. An adaptive regularizing method for ill-posed problems. Technical report, 2013.
 
 
Abstract
(English)
Conjugate Gradient is widely used as a regularizing technique for solving linear systems with ill-conditioned coe±cient matrix and right-hand side vector perturbed by noise. It enjoys a good convergence rate and computes quickly an iterate, say xkopt , which minimizes the error with respect to the exact solution. This behavior can be a disadvantage in the regularization context, because also the high-frequency components of the noise enter quickly the computed solution, leading to a diffcult detection of kopt and to a sharp increase of the error after the koptth iteration. In this paper we propose an adaptive algorithm based on a sequence of restarted Conjugate Gradients, with the aim of overcoming this drawback. A numerical experimentation validates the effectiveness of the proposed algorithm.
Subject Adaptive Algorithms
Conjugate Gradient
Generalized Cross-Validation
G.1 NUMERICAL ANALYSIS


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