MATLAB routines for estimating the diagonal of the resolution matrix and the GCV function for large discrete linear inverse problems
This MATLAB code includes functions for computing the generalized cross
validation (GCV) function and the diagonal of the resolution matrix for
large scale discrete linear inverse problems that have been regularized
by TIkhonov regularization. LSQR is used to solve the least squares
problems. THe stochastic method of Bekas et al. is used to estimate the
matrix diagonals.
The method is described in a companion paper.
The code is available in
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