The Landweber spectral filter progressively admits smaller singular-value components. Its approximation bias tends to zero on exact admissible data, but its noise amplification grows. With , a sufficient a priori regularization parameter choice is and . Taking regularization parameter expresses this as and ; the noise-bias decomposition for linear regularization proves convergence.
Starting from zero, the Landweber iteration is
For , take the step size . Iterating the linear update gives
and its Landweber spectral filter in a singular system of a compact operator is
The strict upper step size bound makes for every positive singular value. A common more restrictive choice is , giving nonnegative damping factors. Each finite iterate is bounded and linear; early stopping of Landweber iteration controls the amplification of noise as smaller singular values are progressively inverted. If , every iterate is zero for any positive step size.
Write and retain the Landweber relaxation parameter . The printed allows the fixed choice , since then . It does not justify a unit step: the scalar linear operator has norm below , but unit-step error is multiplied by and diverges. We use throughout.
From the recurrence and , induction yields the closed form
For the compact operator in part ii, take a singular system of a compact operator with , and . Thus are the eigenvalues of ; this fixes the notation implicit in the printed hint. In the singular component , the recurrence is
Summing the geometric series gives the Landweber spectral filter
There is no contribution from data in or from in the reconstruction. Starting at zero is what selects the minimum-norm least-squares solution.
For fixed , , so the numerator tends to . The assumption is the Picard criterion
with an arbitrary additional component in . The squared reconstruction error is
Each term tends to zero and is bounded by a summable term from the Picard criterion. The dominated convergence theorem therefore proves , where is the Moore–Penrose inverse of an operator.
For each finite , the regularization of an inverse problem is stable. Set . The geometric series and imply
Consequently the Landweber noise amplification bound in this general step-size convention is . If additionally , the sharper numerator bound gives .
To see the regularization parameter directly, put . Modes with have numerator approximately , so their inverse coefficient is approximately rather than . Each fixed nonzero mode is eventually restored as . Thus
The finite iterates suppress unstable small singular values; infinitely many iterations remove this suppression. For noisy data , the noise-bias decomposition for linear regularization gives
Choosing and proves noisy-data convergence. The reciprocal iteration index is a regularization parameter, and early stopping controls noise amplification.
Use early stopping of Landweber iteration. For each finite , the Landweber spectral filter gives a bounded reconstruction operator; as , it approaches the generalized inverse on exact admissible data. Taking , a sufficient rule for a convergent regularization of an inverse problem is
or equivalently and . For example, satisfies both in the normalized problem. The first condition removes exact-data bias; the second prevents arbitrarily small measurement errors from being amplified by excessive iteration.
On each left singular vector , use and . The finite geometric series gives
Thus with , the dimensionless Landweber spectral filter is
The full inverse-coefficient convention instead uses . With general step , replace inside the power by .
In the normalized problem, , so the inverse coefficient is at most . This verifies directly why finite iteration is stable and why admitting progressively smaller singular values eventually amplifies noise.
Figure 1.
Landweber filters and progressive noise amplification
. More iterations admit smaller singular-value components. The damping factor tends toward one, while the coefficient applied to measured data approaches the unstable reciprocal singular value.