AN ITERATIVE METHOD FOR TIKHONOV REGULARIZATION WITH A GENERAL LINEAR REGULARIZATION OPERATOR

摘要

Tikhonov regularization is one of the most popular approaches to solve discrete ill-posed problems with errorcontaminated data. A regularization operator and a suitable value of a regularization parameter have to be chosen. This paper describes an iterative method, based on Golub- Kahan bidiagonalization, for solving large-scale Tikhonov minimization problems with a linear regularization operator of general form. The regularization parameter is determined by the discrepancy principle. Computed examples illustrate the performance of the method.