Code covered by the BSD License
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app_hh(A,beta,v)
APP_HH Apply a Householder transformation.
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art(A,b,k)
ART Algebraic reconstruction technique (Kaczmarz's method).
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baart(n)
BAART Test problem: Fredholm integral equation of the first kind.
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bidiag(A)
BIDIAG Bidiagonalization of an m-times-n matrix with m >= n.
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blur(N,band,sigma)
BLUR Test problem: digital image deblurring.
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cgls(A,b,k,reorth,s)
CGLS Conjugate gradient algorithm applied implicitly to the normal equations.
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cgsvd(A,L)
CGSVD Compact generalized SVD of a matrix pair in regularization problems.
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corner(rho,eta,fig)
CORNER Find corner of discrete L-curve via adaptive pruning algorithm.
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csvd(A,tst)
CSVD Compact singular value decomposition.
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deriv2(n,example)
DERIV2 Test problem: computation of the second derivative.
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discrep(U,s,V,b,delta,x_0)
DISCREP Discrepancy principle criterion for choosing the reg. parameter.
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dsvd(U,s,V,b,lambda)
DSVD Damped SVD and GSVD regularization.
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fil_fac(s,reg_param,method,s1...
FIL_FAC Filter factors for some regularization methods.
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foxgood(n)
FOXGOOD Test problem: severely ill-posed problem.
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gcv(U,s,b,method)
GCV Plot the GCV function and find its minimum.
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gcvfun(lambda,s2,beta,delta0,...
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gen_form(L_p,x_s,A,b,K,M)
GEN_FORM Transform a standard-form problem back to the general-form setting.
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gen_hh(x)
GEN_HH Generate a Householder transformation.
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get_l(n,d)
GET_L Compute discrete derivative operators.
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gravity(n,example,a,b,d)
GRAVITY Test problem: 1-D gravity surveying model problem
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heat(n,kappa)
HEAT Test problem: inverse heat equation.
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i_laplace(n,example)
I_LAPLACE Test problem: inverse Laplace transformation.
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l_corner(rho,eta,reg_param,U,...
L_CORNER Locate the "corner" of the L-curve.
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l_curve(U,sm,b,method,L,V)
L_CURVE Plot the L-curve and find its "corner".
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lagrange(U,s,b,more)
LAGRANGE Plot the Lagrange function for Tikhonov regularization.
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lanc_b(A,p,k,reorth)
LANC_B Lanczos bidiagonalization.
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lcfun(lambda,s,beta,xi,fifth)
Auxiliary routine for l_corner; computes the NEGATIVE of the curvature.
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lsolve(L,y,W,T)
LSOLVE Utility routine for "preconditioned" iterative methods.
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lsqi(U,s,V,b,alpha,x_0)
LSQI Least squares minimizaiton with a quadratic inequality constraint.
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lsqr_b(A,b,k,reorth,s)
LSQR_B Solution of least squares problems by Lanczos bidiagonalization.
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ltsolve(L,y,W,T)
LTSOLVE Utility routine for "preconditioned" iterative methods.
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maxent(A,b,lambda,w,x0)
MAXENT Maximum entropy regularization.
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mr2(A,b,k,reorth)
MR2 Solution of symmetric indefinite problems by the MR-II algorithm
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mtsvd(U,s,V,b,k,L)
MTSVD Modified truncated SVD regularization.
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ncp(U,s,b,method)
NCP Plot the NCPs and find the one closest to a straight line.
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ncpfun(lambda,s,beta,U,dsvd)
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nu(A,b,k,nu,s)
NU Brakhage's nu-method.
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parallax(n)
PARALLAX Stellar parallax problem with 28 fixed, real observations.
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pcgls(A,L,W,b,k,reorth,sm)
PCGLS "Precond." conjugate gradients appl. implicitly to normal equations.
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phillips(n)
PHILLIPS Test problem: Phillips' "famous" problem.
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picard(U,s,b,d)
PICARD Visual inspection of the Picard condition.
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pinit(W,A,b)
PINIT Utility init.-procedure for "preconditioned" iterative methods.
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plot_lc(rho,eta,marker,ps,reg...
PLOT_LC Plot the L-curve.
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plsqr_b(A,L,W,b,k,reorth,sm)
PLSQR_B "Precond." version of the LSQR Lanczos bidiagonalization algorithm.
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pmr2(A,L,N,b,k,reorth)
PMR2 Preconditioned MR-II algorithm for symmetric indefinite problems
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pnu(A,L,W,b,k,nu,sm)
PNU "Preconditioned" version of Brakhage's nu-method.
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prrgmres(A,L,N,b,k)
PRRGMRES Preconditioned RRGMRES algorithm for square inconsistent systems
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quasifun(lambda,s,xi,dsvd)
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quasiopt(U,s,b,method)
QUASIOPT Quasi-optimality criterion for choosing the reg. parameter
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regutm(m,n,s)
REGUTM Test matrix for regularization methods.
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rrgmres(A,b,k)
RRGMRES Range-restricted GMRES algorithm for square inconsistent systems
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shaw(n)
SHAW Test problem: one-dimensional image restoration model.
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spikes(n,t_max)
SPIKES Test problem with a "spiky" solution.
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spleval(f)
SPLEVAL Evaluation of a spline or spline curve.
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splsqr(A,L,b,lambda,Vsp,maxit...
SPLSQR Subspace preconditioned LSQR for discrete ill-posed problems.
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splsqr(A,b,lambda,Vsp,maxit,t...
SPLSQR Subspace preconditioned LSQR for discrete ill-posed problems.
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std_form(A,L,b,W)
STD_FORM Transform a general-form reg. problem into one in standard form.
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tgsvd(U,sm,X,b,k)
TGSVD Truncated GSVD regularization.
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tikhonov(U,s,V,b,lambda,x_0)
TIKHONOV Tikhonov regularization.
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tomo(N,f)
TOMO Create a 2D tomography test problem
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tsvd(U,s,V,b,k)
TSVD Truncated SVD regularization.
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ttls(V1,k,s1)
TTLS Truncated TLS regularization.
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ursell(n)
URSELL Test problem: integral equation wiht no square integrable solution.
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wing(n,t1,t2)
WING Test problem with a discontinuous solution.
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Contents.m
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regudemo.m
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View all files
from
regtools
by Per Christian Hansen
Analysis and Solution of Discrete Ill-Posed Problems.
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| Contents.m |
% Regularization Tools.
% Version 4.1 9-march-08.
% Copyright (c) 1993 and 1998 by Per Christian Hansen and IMM.
%
% Demonstration.
% regudemo - Tutorial introduction to Regularization Tools.
%
% Test problems.
% baart - Fredholm integral equation of the first kind.
% blur - Image deblurring test problem with structured matrix.
% deriv2 - Computation of the second derivative.
% foxgood - Severely ill-posed problem.
% gravity - One-dimensional gravity surveying problem.
% heat - Inverse heat equation.
% i_laplace - Inverse Laplace transformation.
% parallax - Stellar parallax problem with 28 fixed observations.
% phillips - Philips' "famous" test problem.
% shaw - One-dimensional image restoration problem.
% spikes - Test problem with a "spiky" solution.
% tomo - Two-dimensional tomography problem with sparse matrix.
% ursell - Integral equation with no square integrable solution.
% wing - Test problem with a discontinuous solution.
%
% SVD- and GSVD-based regularization routines.
% discrep - Minimizes the solution (semi-)norm subject to an upper
% bound on the residual norm (discrepancy principle).
% dsvd - Computes the damped SVD/GSVD solution.
% lsqi - Minimizes the residual norm subject to an upper bound
% on the (semi-)norm of the solution.
% mtsvd - Computes the modified TSVD solution.
% tgsvd - Computes the truncated GSVD solution.
% tikhonov - Computes the Tikhonov regularized solution.
% tsvd - Computes the truncated SVD solution.
% ttls - Computes the truncated TLS solution.
%
% Iterative regularization routines.
% art - Algebraic reconstruction technique (Kaczmarz's method).
% cgls - Computes the least squares solution based on k steps
% of the conjugate gradient algorithm.
% lsqr_b - Computes the least squares solution based on k steps
% of the LSQR algorithm (Lanczos bidiagonalization).
% maxent - Computes the maximum entropy regularized solution.
% mr2 - Variant of MINRES with starting vector Ab.
% nu - Computes the solution based on k steps of Brakhage's
% iterative nu-method.
% pcgls - Same as cgls, but for general-form regularization.
% plsqr_b - Same as lsqr, but for general-form regularization.
% pmr2 - Same as mr2, but for general-form regularization.
% pnu - Same as nu, but for general-form regularization.
% prrgmres - Same as rrgmres, but for general-form regularization.
% rrgmres - Variant of GMRES with starting vector Ab.
% splsqr - Computes an approximate Tikhonov solution via the
% subspace preconditioned LSQR algorithm.
%
% Analysis routines.
% corner - Locates the corner of a discrete L-curve.
% fil_fac - Computes filter factors for some regularization methods.
% gcv - Plots the GCV function and computes its minimum.
% l_corner - Locates the L-shaped corner of the L-curve.
% l_curve - Computes the L-curve, plots it, and computes its corner.
% lagrange - Plots the Lagrange function ||Ax-b||^2 + lambda^2*||Lx||^2,
% and its derivative.
% ncp - Plots normalized cumulative periodograms (NCPs) and finds
% the one closest to a straight line.
% picard - Plots the (generalized) singular values, the Fourier
% coefficient for the right-hand side, and a (smoothed curve
% of) the solution's Fourier-coefficients.
% plot_lc - Plots an L-curve.
% quasiopt - Plots the quasi-optimality function and computes its minimum.
%
% Routines for transforming a problem in general form into one in
% standard form, and back again.
% gen_form - Transforms a standard-form solution back into the
% general-form setting.
% std_form - Transforms a general-form problem into one in
% standard form.
%
% Utility routines.
% bidiag - Bidiagonalization of a matrix by Householder transformations.
% cgsvd - Computes the compact generalized SVD of a matrix pair.
% csvd - Computes the compact SVD of an m-by-n matrix.
% get_l - Produces a p-by-n matrix which is the discrete
% approximation to the d'th order derivative operator.
% lanc_b - Performs k steps of the Lanczos bidiagonalization
% process with/without reorthogonalization.
% regutm - Generates random test matrices for regularization methods.
%
% Auxiliary routines required by some of the above routines.
% app_hh - Applies a Householder transformation from the left.
% gen_hh - Generates a Householder transformation.
% lsolve - Inversion with A-weighted generalized inverse of L.
% ltsolve - Inversion with transposed A-weighted inverse of L.
% pinit - Initialization for treating general-form problems.
% spleval - Computes points on a spline or spline curve.
% The following four routines are not documented, since they are only used
% internally by gcv, l_corner, and quasiopt, respectively. They cannot be
% located as private functions.
% gcvfun - Computes the GCV function
% lcfun - Computes the curvature of the L-curve
% ncpfun - Computes the NCP's distance to a straight line.
% quasifun - Computes the quasi-optimality function.
%
% For backward compatibility, the function l_corner uses the Spline
% Toolbox when available, otherwise is used the new function corner.
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