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Tikhonov regularization with a solution constraint
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DOI：10.1137/S1064827502412280.png)
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Many numerical methods for the solution of linear ill-posed problems apply Tikhonov regularization. This paper presents a modification of a numerical method proposed by Golub and von Matt for quadratically constrained least-squares problems and applies it to Tikhonov regularization of large-scale linear discrete ill-posed problems. The method is based on partial Lanczos bidiagonalization and Gauss quadrature. Computed examples illustrating its performance are presented.
Keyword:
ill-posed problem
regularization
Gauss quadrature
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