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When a system of linear equations is ill-conditioned, regularization techniques provide a quite useful tool for trying to overcome the numerical inherent difficulties: the ill-conditioned system is replaced by another one whose solution depends on a regularization term formed by a scalar and a matrix which are to be chosen. In this paper, we consider the case of several regularizations terms added simultaneously, thus overcoming the problem of the best choice of the regularization matrix. The error of this procedure is analyzed and numerical results prove its efficiency.
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Received January 15, 2002 / Revised version received July 31, 2002 / Published online October 29, 2002
Mathematics Subject Classification (1991): 65F05 – 65F22
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Brezinski, C., Redivo-Zaglia, M., Rodriguez, G. et al. Multi-parameter regularization techniques for ill-conditioned linear systems. Numer. Math. 94, 203–228 (2003). https://doi.org/10.1007/s00211-002-0435-8
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DOI: https://doi.org/10.1007/s00211-002-0435-8