The use and properties of Tikhonov filter matrices
2000 (English)In: Siam Journal on Matrix Analysis and Applications, Vol. 22, no 1, 276-281 p.Article in journal (Refereed) Published
We consider the concept of Tikhonov filter matrices in connection with discrete imposed and rank-deficient linear problems. Important properties of the Tikhonov filter matrices are given together with their filtering and regularization effects. We also present new perturbation identities for the Tikhonov regularized linear least squares problem using filter matrices generalizing well-known perturbation identities for the linear least squares problem and pseudoinverses.
Place, publisher, year, edition, pages
2000. Vol. 22, no 1, 276-281 p.
IdentifiersURN: urn:nbn:se:umu:diva-21942ISBN: 0895-4798OAI: oai:DiVA.org:umu-21942DiVA: diva2:212199