{ "id": "0904.0703", "version": "v1", "published": "2009-04-04T11:27:07.000Z", "updated": "2009-04-04T11:27:07.000Z", "title": "A proximal approach to the inversion of ill-conditioned matrices", "authors": [ "Pierre Maréchal", "Aude Rondepierre" ], "categories": [ "math.NA", "math.OC" ], "abstract": "We propose a general proximal algorithm for the inversion of ill-conditioned matrices. This algorithm is based on a variational characterization of pseudo-inverses. We show that a particular instance of it (with constant regularization parameter) belongs to the class of {\\sl fixed point} methods. Convergence of the algorithm is also discussed.", "revisions": [ { "version": "v1", "updated": "2009-04-04T11:27:07.000Z" } ], "analyses": { "keywords": [ "ill-conditioned matrices", "proximal approach", "constant regularization parameter", "general proximal algorithm", "variational characterization" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2009arXiv0904.0703M" } } }