Tikhonov regularization


在用Least Square Estimation求Ax=b时,如果A是ill-conditioned或者singular,那就有很多解。这时就可以加上一个regularization term,通过选择不同的Tikhonov矩阵,来适应不同的情形。通常使得该矩阵等于aI。
http://en.wikipedia.org/wiki/Tikhonov_regularization

Advertisements

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s