LBAS: Lanczos Bidiagonalization with Subspace Augmentation for Discrete Inverse Problems

Per Christian Hansen; Kyniyoshi Abe

LBAS: Lanczos Bidiagonalization with Subspace Augmentation for Discrete Inverse Problems

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Abstract

The regularizing properties of Lanczos bidiagonalization are powerful when the underlying Krylov subspace captures the dominating components of the solution. In some applications the regularized solution can be further improved by augmenting the Krylov subspace with a low-dimensional subspace that represents speciﬁc prior information. Inspired by earlier work on GMRES we demonstrate how to carry these ideas over to the Lanczos bidiagonalization algorithm

Original language	English

Publisher	DTU Compute
Number of pages	12
Publication status	Published - 2017

Series	DTU Compute-Technical Report-2017
Volume	3
ISSN	1601-2321

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