2016
DOI: 10.1016/j.apnum.2016.03.006
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A stopping criterion for iterative regularization methods

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Cited by 18 publications
(6 citation statements)
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References 47 publications
(96 reference statements)
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“…But, for other Krylov processes [11], such as LSQR, identical stop requirements can be formulated. In order to create stopping criteria, which, given an a priori probability, stop the conjugate gradient process, we will use the stochastic qualities of the linear regression pattern if stochastic variables can be considered with lesser probability of iteration running algorithm termination [42,43].…”
Section: Discussionmentioning
confidence: 99%
“…But, for other Krylov processes [11], such as LSQR, identical stop requirements can be formulated. In order to create stopping criteria, which, given an a priori probability, stop the conjugate gradient process, we will use the stochastic qualities of the linear regression pattern if stochastic variables can be considered with lesser probability of iteration running algorithm termination [42,43].…”
Section: Discussionmentioning
confidence: 99%
“…The normal equations of (2) can be solved by a fast iterative method, such as the Conjugate Gradient Least-Squares (CGLS) algorithm, stopped after few iterations, far before convergence [7]. Several criteria have been proposed to suitably stop the iterations before noise enters the solution [8,9].…”
Section: Regularization By Iterationmentioning
confidence: 99%
“…A truncation parameter k satisfying the DPC can be selected by visual inspection of the so-called Picard plot (i.e., a plot of the quantities and versus i ). Alternatively, an index k satisfying the DPC can also be selected by using automatic techniques such as those described in [ 21 , 22 ].…”
Section: The Proposed Hybrid Algorithmmentioning
confidence: 99%