Rank-Deficient and Discrete Ill-Posed Problems: Numerical Aspects of Linear Inversion

6.4: Convergence Properties of Regularizing CG Iterations

6.4 Convergence Properties of Regularizing CG Iterations

From the above discussion we see that a fundamental task in connection with a theoretical investigation of the regularizing properties of CG iterations is to determine the convergence properties of the Ritz values, given the particular features of discrete ill-posed problems mentioned in 2.1. This is a difficult problem, and it has not been solved satisfactorily yet.

6.4.1 Convergence of the Ritz Values

To heuristically explain why the Lanczos bidiagonalization process tends to capture the largest singular values of A first, we switch to the normal equations A TA x = A Tb and to the basis of the right singular vectors v i of A, and again we assume without loss of generality that x (0) = 0. Then a basis for the Krylov subspace is given by the columns of the n k matrix DW k with

and the jth column of D W k has elements ? 2 j ?1 i u T ib, i = 1, , n. As long as the discrete Picard condition is satisfied, the elements of each column decay, on the average, with index i. Hence, the first unit vectors e ( n) 1, e ( n) 2, , which are eigenvectors of ? 2, can be approximated well by the columns of D W k.

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