Subspace-restricted singular value decompositions for linear discrete ill-posed problems

Dedicated to Adhemar Bultheel on the occasion of his 60th birthday.
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Abstract

The truncated singular value decomposition is a popular solution method for linear discrete ill-posed problems. These problems are numerically underdetermined. Therefore, it can be beneficial to incorporate information about the desired solution into the solution process. This paper describes a modification of the singular value decomposition that permits a specified linear subspace to be contained in the solution subspace for all truncations. Modifications that allow the range to contain a specified subspace, or that allow both the solution subspace and the range to contain specified subspaces also are described.

MSC

65R30
65R32
65F10

Keywords

Ill-posed problem
Inverse problem
Modified SVD
TSVD
SRSVD
Tikhonov regularization

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