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Linear solvers with Tikhonov regularisations #55

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jwhhh opened this issue Sep 8, 2022 · 0 comments · Fixed by #64
Closed

Linear solvers with Tikhonov regularisations #55

jwhhh opened this issue Sep 8, 2022 · 0 comments · Fixed by #64
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cofi inference tools New feature or refactoring for links to solvers library WIP Work in progress

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@jwhhh
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jwhhh commented Sep 8, 2022

Linear solvers initially centred around scipy.linalg.inv

  • Case 1 - basic case, $m = (G^TG)^{-1}G^Td$
  • Case 2 - basic case with noise, $m = (G^TC_d^{-1}G)^{-1}G^TC_d^{-1}d$
  • Case 3 - with zero order Tikhonov, $m = (G^TG + \alpha^2I)^{-1}G^Td$
    • generalised to higher order Tikhonov, $m = (G^TG+\lambda L^TL)^{-1}G^Td$,
  • Case 4 - with noise and zero order Tikhonov, $m = (G^T C_d^{-1}G+\alpha^2I)^{-1}G^TC_d^{-1}d$
    • generalised to higher order Tikhonov, $m = (G^TC_d^{-1}G+\lambda L^TL)^{-1}G^TC_d^{-1}d$

Case 3 and 4 yet #TODO

This issue depends on #53

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