Learn R Programming

PEIP (version 1.7)

l_curve_tgsvd: L curve tgsvd

Description

L curve parematers and models for truncated gsvd regularization.

Usage

l_curve_tgsvd(U, d, X, Lam, G, L)

Arguments

U
U, output of GSVD
d
output of GSVD
X
output of GSVD
Lam
output of GSVD
G
output of GSVD
L
output of GSVD

Value

  • List:
  • etathe solution seminorm ||Lm||
  • rhothe residual norm ||G m - d||
  • reg_paramcorresponding regularization parameters
  • mcorresponding suite of models for truncated GSVD

References

Aster, R.C., C.H. Thurber, and B. Borchers, Parameter Estimation and Inverse Problems, Elsevier Academic Press, Amsterdam, 2005.