TY - RPRT
T1 - An Adaptive Pruning Algorithm for the Discrete L-Curve Criterion
AU - Hansen, Per Christian
AU - Jensen, Toke Koldborg
AU - Rodriguez, Giuseppe
PY - 2004
Y1 - 2004
N2 - 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.
AB - 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.
KW - L-curve criterion
KW - parameter-choice method.
KW - regularization
KW - Discrete ill-posed problems
M3 - Report
T3 - IMM-Technical Report-2004-18
BT - An Adaptive Pruning Algorithm for the Discrete L-Curve Criterion
PB - Informatics and Mathematical Modelling, Technical University of Denmark, DTU
ER -