Journal
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS
Volume 219, Issue 2, Pages 493-508Publisher
ELSEVIER SCIENCE BV
DOI: 10.1016/j.cam.2007.01.025
Keywords
ill-posed problem; truncated singular value decomposition; truncation criterion; L-curve
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The truncated singular value decomposition is a popular method for the solution of linear ill-posed problems. The method requires the choice of a truncation index, which affects the quality of the computed approximate solution. This paper proposes that an L-curve, which is determined by how well the given data (right-hand side) can be approximated by a linear combination of the first (few) left singular vectors (or functions), be used as an aid for determining the truncation index. (C) 2008 Elsevier B.V. All rights reserved.
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