Singular-system Tikhonov filter (source code)

= Singular-system Tikhonov filter
{title2=$g_\alpha(\sigma)=\frac{\sigma}{\sigma^2+\alpha}$}

For a <singular system of a compact operator> with $Av_i=\sigma_i u_i$, <Tikhonov regularization> gives $x_\alpha=\sum_i g_\alpha(\sigma_i)(y,u_i)v_i$, where $g_\alpha(\sigma)=\sigma/(\sigma^2+\alpha)$ and the <inner product> is linear in the first argument. The bounded gain yields a norm-convergent reconstruction; components in $\ker A^*$ are discarded and no component in $\ker A$ is introduced.