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Article #1222Solution of Discrete Regularization Problems by Means of Truncated SVD
From: Violet Syrotiuk
Date: Mon, 03 Apr 1989 13:43
Date: Mon, 03 Apr 1989 13:43
38 lines
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1903 bytes
DEPARTMENT OF COMPUTER SCIENCE
UNIVERSITY OF WATERLOO
SEMINAR ACTIVITIES
SCIENTIFIC COMPUTATION SEMINAR
- Thursday, April 6, 1989
Professor Per Christian Hansen*, of the University of
California at Los Angeles, will speak on ``Solution of
Discrete Regularization Problems by Means of Truncated
SVD''.
TIME: 1:30 PM
ROOM: DC 1304
ABSTRACT
We show how the truncated SVD (TSVD) can be used to
compute regularized least-squares solutions to discrete
ill-posed problems. We also compare the TSVD solution
with the solution computed by means of Tichonov
regularization, and we give perturbation bounds for
these solutions. An important result is that neither
of the methods yields a reasonable solution unless a
discrete Picard condition is satisfied. In the last
part of the talk, we try to give an overview of
efficient numerical algorithms for computing TSVD
solutions.
__________
* On leave from UNI.C, Technical University of
Denmark, DK-2800 Lyngby
--
Violet R. Syrotiuk | vrsyrotiuk@water.uucp
Computer Science Dept. | watmath!water!vrsyrotiuk
University of Waterloo | vrsyrotiuk@water.uwaterloo.ca
Waterloo, ON N2L 3G1 | vrsyrotiuk@water.waterloo.edu (or .cdn)
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Path: arc1-ca.pugleaf.net!utzoo!utgpu!watmath!maytag!water!vrsyrotiuk From: vrsyrotiuk@water.waterloo.edu (Violet Syrotiuk) Newsgroups: ont.events,uw.talks,uw.cs.grad Subject: Solution of Discrete Regularization Problems by Means of Truncated SVD Keywords: Prof. Per C. Hansen, Thursday April 6, 1989, DC 1304, 1:30pm Message-ID: <2193@water.waterloo.edu> Date: 3 Apr 89 13:43:56 GMT Reply-To: vrsyrotiuk@water.waterloo.edu (Violet Syrotiuk) Distribution: ont Organization: U. of Waterloo, Ontario Lines: 38