A proximal approach to the inversion of ill-conditioned matrices
Numerical Analysis
2009-04-07 v1 Optimization and Control
Abstract
We propose a general proximal algorithm for the inversion of ill-conditioned matrices. This algorithm is based on a variational characterization of pseudo-inverses. We show that a particular instance of it (with constant regularization parameter) belongs to the class of {\sl fixed point} methods. Convergence of the algorithm is also discussed.
Keywords
Cite
@article{arxiv.0904.0703,
title = {A proximal approach to the inversion of ill-conditioned matrices},
author = {Pierre Maréchal and Aude Rondepierre},
journal= {arXiv preprint arXiv:0904.0703},
year = {2009}
}