TEST MATRICES FOR REGULARIZATION METHODS

Authors
HANSEN PC
Citation
Pc. Hansen, TEST MATRICES FOR REGULARIZATION METHODS, SIAM journal on scientific computing, 16(2), 1995, pp. 506-512
Citations number
11
Categorie Soggetti
Computer Sciences",Mathematics
Journal title
SIAM journal on scientific computing → ACNP
ISSN journal
10648275
Volume
16
Issue
2
Year of publication
1995
Pages
506 - 512
Database
ISI
SICI code
1064-8275(1995)16:2<506:TMFRM>2.0.ZU;2-L
Abstract
Test matrices with special properties are important tools for testing numerical algorithms and software. In this paper we describe how to ea sily generate random test matrices that are particularly suited for te sting regularization algorithms. Our algorithm is based on the singula r value decomposition (SVD) of bidiagonal matrices with positive eleme nts.