GCV for Tikhonov regularization by partial SVD

@article{Fenu2017GCVFT,
  title={GCV for Tikhonov regularization by partial SVD},
  author={Caterina Fenu and Lothar Reichel and Giuseppe Rodriguez and Hassane Sadok},
  journal={BIT Numerical Mathematics},
  year={2017},
  volume={57},
  pages={1019-1039}
}
Tikhonov regularization is commonly used for the solution of linear discrete ill-posed problems with error-contaminated data. A regularization parameter that determines the quality of the computed solution has to be chosen. One of the most popular approaches to choosing this parameter is to minimize the Generalized Cross Validation (GCV) function. The minimum can be determined quite inexpensively when the matrix A that defines the linear discrete ill-posed problem is small enough to rapidly… CONTINUE READING

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