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Convergence analysis of LSQR for compact operator equations

Caruso, Noe Angelo
•
Novati, Paolo
2019
  • journal article

Periodico
LINEAR ALGEBRA AND ITS APPLICATIONS
Abstract
In this paper we analyze the behavior of the LSQR algorithm for the solution of compact operator equations in Hilbert spaces. We present results concerning existence of Krylov solutions and the rate of convergence in terms of an lp sequence where p depends on the summability of the singular values of the operator. Under stronger regularity requirements we also consider the decay of the error. Finally we study the approximation of the dominant singular values of the operator attainable with the bidiagonal matrices generated by the Lanczos bidiagonalization and the arising low rank approximations. Some numerical experiments on classical test problems are presented.
DOI
10.1016/j.laa.2019.08.024
WOS
WOS:000491616900008
Archivio
http://hdl.handle.net/11368/2948594
info:eu-repo/semantics/altIdentifier/scopus/2-s2.0-85071765914
https://www.sciencedirect.com/science/article/pii/S0024379519303714
Diritti
closed access
license:copyright editore
FVG url
https://arts.units.it/request-item?handle=11368/2948594
Soggetti
  • Linear ill-posed prob...

  • Compact operator

  • Lanczos bidiagonaliza...

  • LSQR

Scopus© citazioni
0
Data di acquisizione
Jun 14, 2022
Vedi dettagli
Web of Science© citazioni
2
Data di acquisizione
Mar 23, 2024
Visualizzazioni
1
Data di acquisizione
Apr 19, 2024
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