Math 2.0

Numerical analysis Least squares and ill-posed problems Concept

L-curve

Summary

The L-curve is a log-log plot of the size of the regularized solution against the size of the residual. Each point corresponds to one value of the regularization parameter. For many discrete ill-posed problems the curve is L-shaped. The parameter at the corner of the L balances fitting the data against amplifying the noise, and choosing it is the L-curve criterion for regularization.

Further reading

  1. Web https://en.wikipedia.org/wiki/L-curve
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