A conjugate-gradient-type rational Krylov subspace method for ill-posed problems
Numerical Analysis
2019-12-30 v1 Numerical Analysis
Abstract
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.
Cite
@article{arxiv.1908.03011,
title = {A conjugate-gradient-type rational Krylov subspace method for ill-posed problems},
author = {Volker Grimm},
journal= {arXiv preprint arXiv:1908.03011},
year = {2019}
}