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
1. Verfasser: Plato, Robert
Format: Artikel
Sprache:eng
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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.
ISSN:1017-1398
1572-9265
DOI:10.1023/A:1019139414435