Verlag der Österreichischen Akademie der Wissenschaften

Abstract:
Linear systems of equations with a matrix whose singular values decay to zero with increasing index number, and without a significant gap, are commonly referred to as linear discrete ill-posed problems. Such systems arise, e.g., when discretizing a Fredholm integral equation of the first kind. The right-hand side vectors of linear discrete ill-posed problems that arise in science and engineering often represent an experimental measurement that is contaminated by measurement error. The solution to these problems typically is very sensitive to this error. Previous works have shown that error propagation into the computed solution may be reduced by using specially designed iterative methods that allow the user to select the subspace in which the approximate solution is computed. Since the dimension of this subspace often is quite small, its choice is important for the quality of the computed solution. This work describes algorithms for three iterative methods that modify the GMRES, block GMRES, and global GMRES methods for the solution of appropriate linear systems of equations. We contribute to the work already available on this topic by introducing two block variants for the solution of linear systems of equations with multiple right-hand side vectors. The dominant computational aspects are discussed, and software for each method is provided. Additionally, we illustrate the utility of these iterative subspace methods through numerical examples focusing on image reconstruction. This paper is accompanied by software.