Abstract

In linear regularization problems of the form min value the quotient singular value decomposition (QSVD) of the matrix pair (A, B) plays an essential role as analysis tool. In particular, the largest quotient singular values and the associated singular vectors are important. This chapter describes an algorithm based on Lanczos bidiagonalization that approximates these quantities. Regularization is needed in order to compute a stabilized solution which is less sensitive to the errors. The chapter discusses the most popular—Tikhnonov/Phillips regularization method.

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