科研之友
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摘要
We describe a novel method for reducing a pair of large matrices to a pair of small matrices . The method is an extension of Golub-Kahan bidiagonalization to matrix pairs, and simplifies to the latter method when B is the identity matrix. Applications to Tikhonov regularization of large linear discrete ill-posed problems are described. In these problems the matrix A represents a discretization of a compact integral operator and B is a regularization matrix.
- 出版日期2015-11
