The technique we propose for solving ill-conditioned linear systems consists of two steps. First we compute the regularized solution on some values of the regularization parameter λ. Then we use these solutions either to extrapolate at λ = 0 or to estimate the regularized solution with λ determined by the generalized cross validation or by the L-curve method.
A new technique for ill-conditioned linear systems
RODRIGUEZ, GIUSEPPE;
2003
Abstract
The technique we propose for solving ill-conditioned linear systems consists of two steps. First we compute the regularized solution on some values of the regularization parameter λ. Then we use these solutions either to extrapolate at λ = 0 or to estimate the regularized solution with λ determined by the generalized cross validation or by the L-curve method.
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