A regularization of an inverse problem is a family of continuous maps , , such that
for every in the domain of the Moore–Penrose inverse of an operator. A linear regularization has each bounded and linear. For example, Tikhonov regularization gives
A nonlinear example is quartic-norm variational regularization:
Its strictly convex norm penalty selects the same minimum-norm least-squares solution as , but the map from data to minimizer is generally nonlinear.
A convergent regularization of an inverse problem additionally has a parameter rule such that, for every admissible exact ,
An a priori regularization parameter choice depends only on and fixed information about the problem.
Let . Linearity and the triangle inequality give the noise-bias decomposition for linear regularization
The first term tends to zero by the assumed noise-amplification bound. The second tends to zero because and is a regularization of an inverse problem. The right side is independent of the particular noisy datum within its allowed ball. Its convergence therefore proves the uniform noisy-data convergence required of a convergent regularization of an inverse problem.
Use the singular system of a compact operator convention and . Starting from zero gives no component in . Write . The coefficient equations are
Solving these scalar linear ordinary differential equations gives
Consequently asymptotic regularization has the spectral regularization method representation
The component of orthogonal to the closure of the range of is annihilated by and contributes nothing. The scalar filter satisfies , so every fixed- reconstruction is a bounded linear operator. Its long-time limit is the Moore–Penrose inverse of an operator on admissible data.

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