The conjugate gradient method for linear ill-posed problems with operator perturbations
We consider an ill-posed problem Ta = f* in Hilbert spaces and suppose that the linear bounded operator T is approximately available, with a known estimate for the operator perturbation at the solution. As a numerical scheme the CGNR-method is considered, that is, the classical method of conjugate g...
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Veröffentlicht in: | Numerical algorithms 1999-01, Vol.20 (1), p.1-22 |
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Format: | Artikel |
Sprache: | eng |
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Online-Zugang: | Volltext |
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Zusammenfassung: | We consider an ill-posed problem Ta = f* in Hilbert spaces and suppose that the linear bounded operator T is approximately available, with a known estimate for the operator perturbation at the solution. As a numerical scheme the CGNR-method is considered, that is, the classical method of conjugate gradients by Hestenes and Stiefel applied to the associated normal equations. Two a posteriori stopping rules are introduced, and convergence results are provided for the corresponding approximations, respectively. As a specific application, a parameter estimation problem is considered. |
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ISSN: | 1017-1398 1572-9265 |
DOI: | 10.1023/A:1019139414435 |