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Embedded techniques for choosing the parameter in Tikhonov regularization

Embedded techniques for choosing the parameter in Tikhonov regularization

This paper introduces a new strategy for setting the regularization parameter when solving large-scale discrete ill-posed linear problems by means of the Arnoldi–Tikhonov method. This new rule is essentially based on the discrepancy principle, although no initial knowledge of the norm of the error that affects the right-hand side is …