Stopping Criteria for LBD Sample Clauses

Stopping Criteria for LBD. The next practical issue to consider is an approach to determine an appro- priate point at which to stop the iteration. Bj¨orck [7] suggested using GCV for this purpose, when TSVD is used to solve the projected problem. How- ever, Bj¨orck, Xxxxxx and xxx Xxxxxx [9] showed that modifications of the algorithm were needed to make the approach effective for practical problems. Specifically, they proposed a fairly complicated scheme based on implicitly restarting the iterations. In this section we describe a similar approach for Tikhonov regularization, but we do not need implicit restarts. We begin by defining the computed solution at each iteration of the Lanczos-hybrid method as xk = Ykfλ = Yk(BT Bk + λ2I)−1BT WT b ≡ A† b . (2.18) x x x x x
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