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Generalized Cross-Validation applied to Conjugate Gradient for discrete ill-posed problems

To apply the Generalized Cross-Validation (GCV) as a stopping rule for an iterative method, we must estimate the trace of the so-called in°uence matrix which appears in the denominator of the GCV function. In the case of conjugate gradient, unlike what happens with stationary iterative methods, the regularized solution has a nonlinear dependence on the noise which a®ects the data of the problem. This fact is often pointed out as a cause of poor performance of GCV. To overcome this drawback, in this paper we propose a new method which linearizes the dependence by computing the derivatives through iterative formulas along the lines of Perry and Reeves (1994) and Bardsley (2008). We compare the proposed method with other methods suggested in the literature by an extensive numerical experimentation both on 1D and on 2D test problems.


Autori esterni: Grazia Lotti ( Dipartimento di Matematica, Università di Parma ), Ornella Menchi ( Dipartimento di Informatica, Universita di Pisa ), Francesco Romani ( Dipartimento di Informatica, Universita di Pisa )
Autori IIT:

Tipo: TR Rapporti tecnici
Area di disciplina: Mathematics
IIT TR-09/2013

File: TR-09-2013.pdf

Attività: Metodi numerici per problemi di grandi dimensioni