Dong, Yiqiu1; Garde, Henrik1; Hansen, Per Christian1
1 Department of Applied Mathematics and Computer Science, Technical University of Denmark2 Scientific Computing, Department of Applied Mathematics and Computer Science, Technical University of Denmark
Lothar Reichel and his collaborators proposed several iterative algorithms that augment the underlying Krylov subspace with an additional low-dimensional subspace in order to produce improved regularized solutions. We take a closer look at this approach and investigate a particular Regularized Range-Restricted GMRES method, R3GMRES, with a subspace that represents prior information about the solution. We discuss the implementation of this approach and demonstrate its advantage by means of several test problems.
Electronic Transactions on Numerical Analysis, 2014, Vol 42, p. 136-146
Inverse problems; Regularizing iterations; Large-scale problems; Prior information