Volume no :2, Issue no: 2, November (2009)

COMPUTATION OF REGULARIZATION PARAMETERS USING THE FOURIER COEFFICIENTS

Author's: Fabiana Zama
Pages: [145] - [167]
Received Date: October 8, 2009
Submitted by:

Abstract

In the solution of ill-posed problems by means of regularization methods, a crucial issue is the computation of the regularization parameter. In this work, we focus on the Truncated Singular Value Decomposition (TSVD) and Tikhonov method, and we define a method for computing the regularization parameter based on the behavior of Fourier coefficients. We compute a safe index for truncating the TSVD and consequently a value for the regularization parameter of the Tikhonov method. An extensive numerical experimentation is carried out on the Hansen’s Regtool [2] test problems, and the results confirm the effectiveness and robustness of the method proposed.

Keywords

singular value decomposition, regularization methods, Tikhonov method, ill-posed problems, integral equations.