迭代极小残差方法是求解大型线性方程组的常用方法,通常用残差范数控制迭代过程.但对于不适定问题,即使残差范数下降,误差范数未必下降.对大型离散不适定问题,组合广义最小误差(GMERR)方法和截断奇异值分解(TSVD)正则化方法,并利用广义交叉校验准则(GCV)确定正则化参数,提出了求解大型不适定问题的正则化GMERR方法.数值结果表明,正则化GMERR方法优于正则化GMRES方法.
The iterative minimum-residual methods for solving large-scale linear systems are usu- ally controlled by the norm of the residual. However, the errors do not necessarily decreasewhile the residuals decrease for ill-posed problems. Combining the generalized minimal error (GMERR) method with the truncated singular value decomposition (TSVD) regularization, and using the generalized cross validation (GCV) for determining the regularization param- eter, we present the regularizing GMERR method for solving discrete ill-posed problem. Numerical results show that the regularizing GMERR method is superior to the regularizing GMRES method.