Talk:Tikhonov regularization
From Wikipedia, the free encyclopedia
Contents |
[edit] Generalized Tikhonov
The formula
- x0+ (ATP A + Q)-1ATP(b- Ax0)
is from Tarantola, eg (1.93) page 70. There are several other equivalent formulas.
[edit] Generalized Tikhonov - correction
It should be α2Q instead of just Q.
[edit] Least Squares Solution
"For α = 0 this reduces to the least squares solution of an overdetermined problem (m > n)."
This isn't correct. (ATA)-1 won't exist unless A has full column rank, and (m>n) does not imply that A has full column rank. The sentence should read "For α = 0 this reduces to the least squares solution provided that (ATA)-1 exists."
[edit] Textbooks?
I take it that Tikhonov regularization is not discussed in text books yet? If it is, I would love a reference. 17:50, 16 October 2006 (UTC)