Solving Ill-Conditioned and Singular Linear Systems: A Tutorial on Regularization

@article{Neumaier1998SolvingIA,
  title={Solving Ill-Conditioned and Singular Linear Systems: A Tutorial on Regularization},
  author={Arnold Neumaier},
  journal={SIAM Rev.},
  year={1998},
  volume={40},
  pages={636-666}
}
  • A. Neumaier
  • Published 1 September 1998
  • Mathematics
  • SIAM Rev.
It is shown that the basic regularization procedures for finding meaningful approximate solutions of ill-conditioned or singular linear systems can be phrased and analyzed in terms of classical linear algebra that can be taught in any numerical analysis course. Apart from rewriting many known results in a more elementary form, we also derive a new two-parameter family of merit functions for the determination of the regularization parameter. The traditional merit functions from generalized cross… 

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