A new L-curve for ill-posed problems

摘要

The truncated singular value decomposition is a popular method for the solution of linear ill-posed problems. The method requires the choice of a truncation index, which affects the quality of the computed approximate solution. This paper proposes that an L-curve, which is determined by how well the given data (right-hand side) can be approximated by a linear combination of the first (few) left singular vectors (or functions), be used as an aid for determining the truncation index.