Mathematics > Numerical Analysis
[Submitted on 8 Aug 2019]
Title:A conjugate-gradient-type rational Krylov subspace method for ill-posed problems
View PDFAbstract:Conjugated gradients on the normal equation (CGNE) is a popular method to regularise linear inverse problems. The idea of the method can be summarised as minimising the residuum over a suitable Krylov subspace. It is shown that using the same idea for the shift-and-invert rational Krylov subspace yields an order-optimal regularisation scheme.
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