@TECHREPORT\{IMM2004-03381, author = "P. C. Hansen and T. K. Jensen and G. Rodriguez", title = "An Adaptive Pruning Algorithm for the Discrete {L-}Curve Criterion", year = "2004", keywords = "Discrete ill-posed problems, {L-}curve criterion, regularization, parameter-choice method.", number = "", series = "IMM-Technical Report-2004-18", institution = "Informatics and Mathematical Modelling, Technical University of Denmark, {DTU}", address = "Richard Petersens Plads, Building 321, {DK-}2800 Kgs. Lyngby", type = "", note = "This work was supported in part by grant no. 21-03-0574 from the Danish Natural Science Research Foundation, and by {COFIN} grant no. 2002014121 from {MIUR} (Italy)", url = "http://www2.compute.dtu.dk/pubdb/pubs/3381-full.html", abstract = "We describe a robust and adaptive implementation of the {L-}curve criterion, i.e., for locating the corner of a discrete {L-}curve consisting of a log-log plot of corresponding residual and solution norms of regularized solutions from a method with a discrete regularization parameter (such as truncated {SVD} or regularizing {CG} iterations). Our algorithm needs no pre-defined parameters, and in order to capture the global features of the curve in an adaptive fashion, we use a sequence of pruned {L-}curves that correspond to considering the curves at different scales. We compare our new algorithm to existing algoritms and demonstrate its robustness by numerical examples." }