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A generalized global Arnoldi method for ill-posed matrix equations
2012
Journal of Computational and Applied Mathematics
This paper discusses the solution of large-scale linear discrete ill-posed problems with a noise-contaminated right-hand side. Tikhonov regularization is used to reduce the influence of the noise on the computed approximate solution. We consider problems in which the coefficient matrix is the sum of Kronecker products of matrices and present a generalized global Arnoldi method, that respects the structure of the equation, for the solution of the regularized problem. Theoretical properties of
doi:10.1016/j.cam.2011.09.031
fatcat:kjgqs4phc5cptmjnkvnsjspal4