2020
DOI: 10.1016/j.cam.2020.112797
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Randomized core reduction for discrete ill-posed problem

Abstract: In this paper, we apply randomized algorithms to approximate the total least squares (TLS) solution of the problem Ax ≈ b in the large-scale discrete ill-posed problems. A regularization technique, based on the multiplicative randomization and the subspace iteration, is proposed to obtain the approximate core problem. In the error analysis, we provide upper bounds for the errors of the solution and the residual of the randomized core reduction.Illustrative numerical examples and comparisons are presented.

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Cited by 13 publications
(7 citation statements)
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References 41 publications
(71 reference statements)
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“…The approach [15,8,16,10,7] based on finding the minimum error of solving a discrete ill-posed problem using random projection, ensures the stability of the solution and allows one to reduce the computational complexity. Random projections and other randomizations are also used for various versions of DIPs in [29][30][31][32].…”
Section: Regularization Methods For Solving Dipmentioning
confidence: 99%
“…The approach [15,8,16,10,7] based on finding the minimum error of solving a discrete ill-posed problem using random projection, ensures the stability of the solution and allows one to reduce the computational complexity. Random projections and other randomizations are also used for various versions of DIPs in [29][30][31][32].…”
Section: Regularization Methods For Solving Dipmentioning
confidence: 99%
“…The approach [15,8,16,10,7] based on finding the minimum error of solving a discrete ill-posed problem using random projection, ensures the stability of the solution and allows one to reduce the computational complexity. Random projections and other randomizations are also used for various versions of DIPs in [29][30][31][32].…”
Section: Regularization Methods For Solving Dipmentioning
confidence: 99%
“…A productive approach to overcome these problems is the randomization approach. It allows not only to reduce computational costs when searching for solutions, but also, as it turned out, to give stability to numerical methods, see also [58][59][60][61].…”
Section: Input Data Transformationsmentioning
confidence: 99%