Abstract
We investigate the approximation properties of regularized solutions to discrete ill-posed least squares problems. A necessary condition for obtaining good regularized solutions is that the Fourier coefficients of the right-hand side, when expressed in terms of the generalized SVD associated with the regularization problem, on the average decay to zero faster than the generalized singular values. This is the discrete Picard condition. We illustrate the importance of this condition theoretically as well as experimentally.
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This work was carried out during a visit to Dept. of Mathematics, UCLA, and was supported by the Danish Natural Science Foundation, by the National Science Foundation under contract NSF-DMS87-14612, and by the Army Research Office under contract No. DAAL03-88-K-0085.
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Hansen, P.C. The discrete picard condition for discrete ill-posed problems. BIT 30, 658–672 (1990). https://doi.org/10.1007/BF01933214
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DOI: https://doi.org/10.1007/BF01933214