Tikhonov Regularization and GCV Sample Clauses

Tikhonov Regularization and GCV. Tikhonov regularization requires solving the minimization problem given in (1.7), where the problem is said to be in standard form if the matrix L is taken to be the identity matrix I. That is, standard form Tikhonov regularization has the following equivalent formulations: min{ǁAx − bǁ2 + λ2ǁxǁ2} ⇔ min Σ A Σ x − Σ b Σ 2 . (2.4) x 2 2 x λI
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