December 11, 2003

Truncated SVD

The standard reference on truncated SVD is Hansen's The truncated SVD as a method for regularization [1]. I've been using it on the math association experiment with some success, though nothing as good as Ken's Tikhonov regularization. Now, where can I get a copy of BIT? Ahh, here's the man: Per Christian Hansen.

References
[1] P.C. Hansen, The truncated SVD as a method for regularization, BIT, 27 (1987) 534--553.

Posted by torque at December 11, 2003 3:17 PM | TrackBack
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