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13 November 2000 L-curve for the MINRES method
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Abstract
A variant of the MINRES method, often referred to as the MR-II method, has in the last few years become a popular iterative scheme for computing approximate solutions of large linear discrete ill- posed problems with a symmetric matrix. It is important to terminate the iterations sufficiently early in order to avoid severe amplification of measurement and round-off errors. We present a new L-curve for determining when to terminate the iterations with the MINRES and MR-II method.
© (2000) COPYRIGHT Society of Photo-Optical Instrumentation Engineers (SPIE). Downloading of the abstract is permitted for personal use only.
Daniela Calvetti, Bryan Lewis, and Lothar Reichel "L-curve for the MINRES method", Proc. SPIE 4116, Advanced Signal Processing Algorithms, Architectures, and Implementations X, (13 November 2000); https://doi.org/10.1117/12.406517
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