The use and properties of Tikhonov filter matrices

Citation
M. Gulliksson et Pa. Wedin, The use and properties of Tikhonov filter matrices, SIAM J MATR, 22(1), 2000, pp. 276-281
Citations number
4
Categorie Soggetti
Mathematics
Journal title
SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS
ISSN journal
08954798 → ACNP
Volume
22
Issue
1
Year of publication
2000
Pages
276 - 281
Database
ISI
SICI code
0895-4798(20000620)22:1<276:TUAPOT>2.0.ZU;2-W
Abstract
We consider the concept of Tikhonov filter matrices in connection with disc rete imposed and rank-deficient linear problems. Important properties of th e Tikhonov filter matrices are given together with their filtering and regu larization effects. We also present new perturbation identities for the Tikhonov regularized li near least squares problem using filter matrices generalizing well-known pe rturbation identities for the linear least squares problem and pseudoinvers es.