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This paper provides a new regularization method which is particularly suitable for linear exponentially ill-posed problems. Under logarithmic source conditions (which have a natural interpretation in terms of Sobolev spaces in the…

Numerical Analysis · Mathematics 2020-07-08 Walter Cedric Simo Tao Lee

Both structured componentwise and structured normwise perturbation analysis of the Tikhonov regularization are presented. The structured matrices under consideration include: Toeplitz, Hankel, Vandermonde, and Cauchy matrices. Structured…

Numerical Analysis · Mathematics 2016-01-12 Huai-An Diao , Yimin Wei , Sanzheng Qiao

This paper deals with an inertial proximal algorithm that contains a Tikhonov regularization term, in connection to the minimization problem of a convex lower semicontinuous function $f$. We show that for appropriate Tikhonov regularization…

Optimization and Control · Mathematics 2024-01-09 Szilárd Csaba László

The numerical solution of linear discrete ill-posed problems typically requires regularization, i.e., replacement of the available ill-conditioned problem by a nearby better conditioned one. The most popular regularization methods for…

Numerical Analysis · Mathematics 2016-02-11 Silvia Noschese , Lothar Reichel

We develop fast algorithms for solving regression problems on graphs where one is given the value of a function at some vertices, and must find its smoothest possible extension to all vertices. The extension we compute is the absolutely…

Machine Learning · Computer Science 2015-07-01 Rasmus Kyng , Anup Rao , Sushant Sachdeva , Daniel A. Spielman

In this paper we consider the computation of approximate solutions for inverse problems in Hilbert spaces. In order to capture the special feature of solutions, non-smooth convex functions are introduced as penalty terms. By exploiting the…

Numerical Analysis · Mathematics 2015-06-18 Qinian Jin , Xiliang Lu

Tikhonov regularization is one of the most commonly used methods of regularization of ill-posed problems. In the setting of finite element solutions of elliptic partial differential control problems, Tikhonov regularization amounts to…

Numerical Analysis · Mathematics 2016-09-19 Erik Burman , Peter Hansbo , Mats Larson

In this paper, we study an explicit Tikhonov-regularized inertial gradient algorithm for smooth convex minimization with Lipschitz continuous gradient. The method is derived via an explicit time discretization of a damped inertial system…

Optimization and Control · Mathematics 2026-02-02 Samir Adly , Vinh Thanh Ho , Huu Nhan Nguyen

We present a collection of integral equation methods for the solution to the two-dimensional, modified Helmholtz equation, $u(\x) - \alpha^2 \Delta u(\x) = 0$, in bounded or unbounded multiply-connected domains. We consider both Dirichlet…

Numerical Analysis · Mathematics 2015-05-19 Mary-Catherine Kropinski , Bryan Quaife

Choosing the regularization parameter for inverse problems is of major importance for the performance of the regularization method. We will introduce a fast version of the Lepskij balancing principle and show that it is a valid parameter…

Numerical Analysis · Mathematics 2010-08-04 Frank Bauer

We show that a fast algorithm for the QR factorization of a Toeplitz or Hankel matrix A is weakly stable in the sense that R^T.R is close to A^T.A. Thus, when the algorithm is used to solve the semi-normal equations R^T.Rx = A^Tb, we obtain…

Numerical Analysis · Mathematics 2015-05-18 Adam W. Bojanczyk , Richard P. Brent , Frank R. de Hoog

Tikhonov regularization is a popular approach to obtain a meaningful solution for ill-conditioned linear least squares problems. A relatively simple way of choosing a good regularization parameter is given by Morozov's discrepancy…

Numerical Analysis · Mathematics 2020-06-24 Jeffrey Cornelis , Nick Schenkels , Wim Vanroose

This paper considers fast algorithms for operations on linearized polynomials. We propose a new multiplication algorithm for skew polynomials (a generalization of linearized polynomials) which has sub-quadratic complexity in the polynomial…

Symbolic Computation · Computer Science 2017-07-12 Sven Puchinger , Antonia Wachter-Zeh

We propose a high precision algorithm for solving the Gelfand-Levitan-Marchenko equation. The algorithm is based on the block version of the Toeplitz Inner-Bordering algorithm of Levinson's type. To approximate integrals, we use the…

Numerical Analysis · Mathematics 2024-05-02 Sergey Medvedev , Irina Vaseva , Mikhail Fedoruk

In this paper, we investigate iterative methods that are based on sampling of the data for computing Tikhonov-regularized solutions. We focus on very large inverse problems where access to the entire data set is not possible all at once…

Numerical Analysis · Mathematics 2018-12-18 J. Tanner Slagel , Julianne Chung , Matthias Chung , David Kozak , Luis Tenorio

Basing on a modification of the "Dichotomy Algorithm" (Terekhov, 2010), we propose a parallel procedure for solving tridiagonal systems of equations with Toeplitz matrices. Taking the structure of the Toeplitz matrices, we may substantially…

Numerical Analysis · Mathematics 2015-12-15 Andrew V. Terekhov

In this paper the authors show how to use Riemann-Hilbert techniques to prove various results, some old, some new, in the theory of Toeplitz operators and orthogonal polynomials on the unit circle (OPUC's). There are four main results: the…

Functional Analysis · Mathematics 2007-05-23 Percy Deift , Jorgen Ostensson

In the framework of real Hilbert spaces, we investigate first-order dynamical systems governed by monotone and continuous operators. We demonstrate that when the monotone operator flow is augmented with a Tikhonov regularization term, the…

Optimization and Control · Mathematics 2025-04-29 Radu Ioan Bot , Dang-Khoa Nguyen

High-frequency issues have been remarkably challenges in numerical methods for partial differential equations. In this paper, a learning based numerical method (LbNM) is proposed for Helmholtz equation with high frequency. The main novelty…

Numerical Analysis · Mathematics 2024-01-18 Yu Chen , Jin Cheng , Tingyue Li , Yun Miao

In 2013, Cuturi [Cut13] introduced the Sinkhorn algorithm for matrix scaling as a method to compute solutions to regularized optimal transport problems. In this paper, aiming at a better convergence rate for a high accuracy solution, we…

Data Structures and Algorithms · Computer Science 2023-04-06 Jingbang Chen , Li Chen , Yang P. Liu , Richard Peng , Arvind Ramaswami