Lothar Reichel ( Kent University, USA)
  
vendredi 29 mai , salle B014 à 11h00

Titre:
------
Generalized Cross Validation for Tikhonov Regularization
of Large-Scale Problems

Résumé:
-------
Generalized Cross Validation (GCV) is a popular approach to determining
the regularization parameter in Tikhonov regularization. The regularization
parameter is chosen by minimizing an expression, which is easy to evaluate
for small-scale problems, but prohibitively expensive to compute for
large-scale ones. We describe a novel method, based on Gauss-type quadrature,
for determining upper and lower bounds for the desired expression. These
bounds are used to determine the regularization parameter for large-scale
problems.
This talk presents joint work with Caterina Fenu and Giuseppe Rodriguez.