Abstract

The generalized singular value decomposition (GSVD) is one of the essential tools in numerical linear algebra. This paper proposes a regularization method, combining Tikhonov regularization in general form with the truncated GSVD. Then the randomized algorithms are adopted to implement the truncation process. This randomized GSVD for the regularization of the large-scale ill-posed problems can achieve good accuracy with less computational time and memory requirement than the classical regularization methods. Finally, we present the error analyses for the randomized algorithms. Some illustrative numerical examples are provided.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.