Simplified GSVD computations for the solution of linear discrete ill-posed problems

摘要

The generalized singular value decomposition (GSVD) often is used to solve Tikhonov regularization problems with a regularization matrix without exploitable structure. This paper describes how the standard methods for the computation of the GSVD of a matrix pair can be simplified in the context of Tikhonov regularization. Also, other regularization methods, including truncated GSVD, are considered. We compare the computational efforts required by the simplified GSVD method and the A-weighted generalized inverse introduced by Eldén.