A Mathematical Analysis of New L-curve to Estimate the Parameters of Regularization in TSVD Method

A new technique to find the optimization parameter in TSVD regularization method is based on a curve which is drawn against the residual norm [5]. Since the TSVD regularization is a method with discrete regularization parameter, then the above-mentioned curve is also discrete. In this paper we prese...

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Bibliographic Details
Main Authors: A.R. Keshvari, S.M Hosseni
Format: Article
Language:fas
Published: Kharazmi University 2015-07-01
Series:پژوهش‌های ریاضی
Subjects:
Online Access:http://mmr.khu.ac.ir/article-1-2530-en.html
Description
Summary:A new technique to find the optimization parameter in TSVD regularization method is based on a curve which is drawn against the residual norm [5]. Since the TSVD regularization is a method with discrete regularization parameter, then the above-mentioned curve is also discrete. In this paper we present a mathematical analysis of this curve, showing that the curve has L-shaped path very similar to that of the classical L-curve and its corner point can represent the optimization regularization parameter very well. In order to find the corner point of the L-curve (optimization parameter), two methods are applied: pruning and triangle. Numerical results show that in the considered test problems the new curve is better than the classical L-curve.
ISSN:2588-2546
2588-2554