Abstract. The GMRES method is a popular iterative method for the solution of large linear systems of equations with a nonsymmetric nonsingular matrix. However, little is known about the behavior of this method when it is applied to the solution of nonsymmetric linear ill-posed problems with a right-hand side that is contaminated by errors. We show that when the associated error-free right-hand side lies in a finite-dimensional Krylov subspace, the GMRES method is a regularization method. The iterations are terminated by a stopping rule based on the discrepancy principle.
a b s t r a c tTikhonov regularization for large-scale linear ill-posed problems is commonly implemented by determining a partial Lanczos bidiagonalization of the matrix of the given system of equations. This paper explores the possibility of instead computing a partial Arnoldi decomposition of the given matrix. Computed examples illustrate that this approach may require fewer matrix-vector product evaluations and, therefore, less arithmetic work. Moreover, the proposed range-restricted Arnoldi-Tikhonov regularization method does not require the adjoint matrix and, hence, is convenient to use for problems for which the adjoint is difficult to evaluate.
SUMMARYThe design of a Luenberger observer for large control systems is an important problem in Control Theory. Recently, several computational methods have been proposed by Datta and collaborators. The present paper discusses numerical aspects of one of these methods, described by Datta and Saad (1991).
The GMRES method is a popular iterative method for the solution of linear systems of equations with a large nonsymmetric nonsingular matrix. However, little is known about the performance of the GMRES method when the matrix of the linear system is of ill-determined rank, i.e., when the matrix has many singular values of different orders of magnitude close to the origin. Linear systems with such matrices arise, for instance, in image restoration, when the image to be restored is contaminated by noise and blur. We describe how the GMRES method can be applied to the restoration of such images. The GMRES method is compared to the conjugate gradient method applied to the normal equations associated with the given linear system of equations. The numerical examples show the GMRES method to require less computational work and to give restored images of higher quality than the conjugate gradient method.
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