An Adaptive Pruning Algorithm for the Discrete L-Curve Criterion

Per Christian Hansen, Toke Koldborg Jensen, Giuseppe Rodriguez

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    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 languageEnglish
    Number of pages23
    Publication statusPublished - 2004

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