An adaptive pruning algorithm for the discrete L-curve criterion |
Per Christian Hansen, Toke Koldborg Jensen, Giuseppe Rodriguez
|
| 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. |
| Type | Journal paper [With referee] |
| Journal | Journal of Computational and Applied Mathematics |
| Year | 2007 Vol. 198 No. 2 pp. 483-492 |
| BibTeX data | [bibtex] |
| IMM Group(s) | Scientific Computing |