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Multilevel Arnoldi-Tikhonov Regularization Methods for Large-Scale Linear Ill-Posed Systems

Authors: Yiqin Lin, Liang Bao

Abstract:

This paper is devoted to the numerical solution of large-scale linear ill-posed systems. A multilevel regularization method is proposed. This method is based on a synthesis of the Arnoldi-Tikhonov regularization technique and the multilevel technique. We show that if the Arnoldi-Tikhonov method is a regularization method, then the multilevel method is also a regularization one. Numerical experiments presented in this paper illustrate the effectiveness of the proposed method.

Keywords: Discrete ill-posed problem, Tikhonov regularization, discrepancy principle, Arnoldi process, multilevel method.

Digital Object Identifier (DOI): doi.org/10.5281/zenodo.2021701

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