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Mathematics of Computation

Published by the American Mathematical Society since 1960 (published as Mathematical Tables and other Aids to Computation 1943-1959), Mathematics of Computation is devoted to research articles of the highest quality in computational mathematics.

ISSN 1088-6842 (online) ISSN 0025-5718 (print)

The 2020 MCQ for Mathematics of Computation is 1.78.

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The effective choice of the smoothing norm in regularization
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by Jane Cullum PDF
Math. Comp. 33 (1979), 149-170 Request permission

Abstract:

We consider ill-posed problems of the form \[ g(t) = \int _0^1 {K(t,s)f(s)ds,\quad 0 \leqslant t \leqslant 1,} \] where g and K are given, and we must compute f. The Tikhonov regularization procedure replaces (1) by a one-parameter family of minimization problems-Minimize $({\left \| {Kf - g} \right \|^2} + \alpha \Omega (f))$-where $\Omega$ is a smoothing norm chosen by the user. We demonstrate by example that the choice of $\Omega$ is not simply a matter of convenience. We then show how this choice affects the convergence rate, and the condition of the problems generated by the regularization. An appropriate choice for $\Omega$ depends upon the character of the compactness of K and upon the smoothness of the desired solution.
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Additional Information
  • © Copyright 1979 American Mathematical Society
  • Journal: Math. Comp. 33 (1979), 149-170
  • MSC: Primary 65R20; Secondary 41A25, 65D25
  • DOI: https://doi.org/10.1090/S0025-5718-1979-0514816-1
  • MathSciNet review: 514816