Some matrix nearness problems suggested by Tikhonov regularization

The numerical solution of linear discrete ill-posed problems typically requires regularization, i.e., replacement of the available ill-conditioned problem by a nearby better conditioned one. The most popular regularization methods for problems of small to moderate size are Tikhonov regularization and truncated singular value decomposition (TSVD). By considering matrix nearness problems related to Tikhonov regularization, several novel regularization methods are derived. These methods share properties with both Tikhonov regularization and TSVD, and can give approximate solutions of higher quality than either one of these methods

Approximated structured pseudospectra

Pseudospectra and structured pseudospectra are important tools for the analysis of matrices. Their computation, however, can be very demanding for all but small-matrices. A new approach to compute approximations of pseudospectra and structured pseudospectra, based on determining the spectra of many suitably chosen rank-one or projected rank-one perturbations of the given matrix is proposed. The choice of rank-one or projected rank-one perturbations is inspired by Wilkinson's analysis of eigenvalue sensitivity. Numerical examples illustrate that the proposed approach gives much better insight into the pseudospectra and structured pseudospectra than random or structured random rank-one perturbations with lower computational burden. The latter approach is presently commonly used for the determination of structured pseudospectra

Fractional regularization matrices for linear discrete ill-posed problems

The numerical solution of linear discrete ill-posed problems typically requires regularization. Two of the most popular regularization methods are due to Tikhonov and Lavrentiev. These methods require the choice of a regularization matrix. Common choices include the identity matrix and finite difference approximations of a derivative operator. It is the purpose of the present paper to explore the use of fractional powers of the matrices {Mathematical expression} (for Tikhonov regularization) and A (for Lavrentiev regularization) as regularization matrices, where A is the matrix that defines the linear discrete ill-posed problem. Both small- and large-scale problems are considered. © 2013 Springer Science+Business Media Dordrecht

Regularization matrices for discrete ill-posed problems in several space-dimensions

Many applications in science and engineering require the solution of large linear discrete ill-posed problems that are obtained by the discretization of a Fredholm integral equation of the first kind in several space dimensions. The matrix that defines these problems is very ill conditioned and generally numerically singular, and the right-hand side, which represents measured data, is typically contaminated by measurement error. Straightforward solution of these problems is generally not meaningful due to severe error propagation. Tikhonov regularization seeks to alleviate this difficulty by replacing the given linear discrete ill-posed problem by a penalized least-squares problem, whose solution is less sensitive to the error in the right-hand side and to roundoff errors introduced during the computations. This paper discusses the construction of penalty terms that are determined by solving a matrix nearness problem. These penalty terms allow partial transformation to standard form of Tikhonov regularization problems that stem from the discretization of integral equations on a cube in several space dimensions

The structured distance to singularity of a symmetric tridiagonal Toeplitz matrix

This paper is concerned with the distance of a symmetric tridiagonal Toeplitz matrix $T$ to the variety of similarly structured singular matrices, and with determining the closest matrix to $T$ in this variety. Explicit formulas are presented, that exploit the analysis of the sensitivity of the spectrum of $T$ with respect to structure-preserving perturbations of its entries.Comment: 16 pages, 5 Figure

A Better Road: Improve Teaching and Student Morale through Standards-Based Grading

This article explores the benefits of using a standards-based grading system. Examples of how such a system is used in a high school physics course are also provided

Regularization matrices determined by matrix nearness problems

This paper is concerned with the solution of large-scale linear discrete ill-posed problems with error-contaminated data. Tikhonov regularization is a popular approach to determine meaningful approximate solutions of such problems. The choice of regularization matrix in Tikhonov regularization may significantly affect the quality of the computed approximate solution. This matrix should be chosen to promote the recovery of known important features of the desired solution, such as smoothness and monotonicity. We describe a novel approach to determine regularization matrices with desired properties by solving a matrix nearness problem. The constructed regularization matrix is the closest matrix in the Frobenius norm with a prescribed null space to a given matrix. Numerical examples illustrate the performance of the regularization matrices so obtained