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Improved parameter selection strategy for the iterated Arnoldi-Tikhonov method

2024/04/12 by Marco Donatelli, Donatelli, Marco, Davide Furchì +1
Computer Science · Mathematics · #FOS: Mathematics #Matrix Theory and Algorithms #Numerical Analysis (math.NA) #Numerical methods in inverse problems #Statistical and numerical algorithms

paper · pdf · doi:10.48550/arxiv.2404.08321

openalex publication_date 2024/04/12 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

The iterated Arnoldi-Tikhonov (iAT) method is a regularization technique particularly suited for solving large-scale ill-posed linear inverse problems. Indeed, it reduces the computational complexity through the projection of the discretized problem into a lower-dimensional Krylov subspace, where the problem is then solved. This paper studies iAT under an additional hypothesis on the discretized operator. It presents a theoretical analysis of the approximation errors, leading to an a posteriori rule for choosing the regularization parameter. Our proposed rule results in more accurate computed approximate solutions compared to the a posteriori rule recently proposed in arXiv:2311.11823. The numerical results confirm the theoretical analysis, providing accurate computed solutions even when the new assumption is not satisfied.

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