An Adaptive Pruning Algorithm for the Discrete L-Curve Criterion
Publication: Research › Report – Annual report year: 2004
We describe a robust and adaptive implementation of the L-curve criterion, i.e., for locating the corner of a discrete L-curve consisting of a log-log plot of corresponding residual and solution norms of regularized solutions from a method with a discrete regularization parameter (such as truncated SVD or regularizing CG iterations). Our algorithm needs no pre-defined parameters, and in order to capture the global features of the curve in an adaptive fashion, we use a sequence of pruned L-curves that correspond to considering the curves at different scales. We compare our new algorithm to existing algoritms and demonstrate its robustness by numerical examples.
| Original language | English |
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| Publication date | 2004 |
| Number of pages | 23 |
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| State | Published |
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ID: 2765615