A proximal approach to the inversion of ill-conditioned matrices

Details A proximal approach to the inversion of ill-conditioned matrices A proximal approach to the inversion of ill-conditioned matrices

2009-04-04

arxiv.org/abs/0904.0703v1

Mathematics

Numerical Analysis

Scientific paper

We propose a general proximal algorithm for the inversion of ill-conditioned
matrices. This algorithm is based on a variational characterization of
pseudo-inverses. We show that a particular instance of it (with constant
regularization parameter) belongs to the class of {\sl fixed point} methods.
Convergence of the algorithm is also discussed.

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