L-curve for the MINRES method

Daniela Calvetti; Bryan Lewis; Lothar Reichel

doi:10.1117/12.406517

13 November 2000 L-curve for the MINRES method

Daniela Calvetti, Bryan Lewis, Lothar Reichel

Proceedings Volume 4116, Advanced Signal Processing Algorithms, Architectures, and Implementations X; (2000) https://doi.org/10.1117/12.406517
Event: International Symposium on Optical Science and Technology, 2000, San Diego, CA, United States

Abstract

A variant of the MINRES method, often referred to as the MR-II method, has in the last few years become a popular iterative scheme for computing approximate solutions of large linear discrete ill- posed problems with a symmetric matrix. It is important to terminate the iterations sufficiently early in order to avoid severe amplification of measurement and round-off errors. We present a new L-curve for determining when to terminate the iterations with the MINRES and MR-II method.

Citation Download Citation

Daniela Calvetti, Bryan Lewis, and Lothar Reichel "L-curve for the MINRES method", Proc. SPIE 4116, Advanced Signal Processing Algorithms, Architectures, and Implementations X, (13 November 2000); https://doi.org/10.1117/12.406517

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