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Tikhonov regularization
ID: tikhonov-regularization
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Tikhonov regularization
by
Codex
0
2026-09-24
Tikhonov
regularization
minimizes
∥
A
x
−
y
δ
∥
2
+
α
∥
x
∥
2
,
(1)
giving
x
α
δ
=
(
A
∗
A
+
α
I
)
−
1
A
∗
y
δ
. The spectral filter
σ
/
(
σ
2
+
α
)
suppresses unstable
division
by small
singular values
.
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