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Abstract Tikhonov regularization is commonly used in the solution of linear discrete ill-posed problems. It is known that iterated Tikhonov regularization often produces approximate solutions of higher quality than (standard) Tikhonov regularization. This paper discusses iterated Tikhonov regularization for large-scale problems with a general regularization matrix. Specifically, the original problem is reduced to small size by application of a fairly small number of steps of the Arnoldi or Golub-Kahan processes, and iterated Tikhonov is applied to the reduced problem. The regularization parameter is determined by using an extension of a technique first described by Donatelli and Hanke for quite special coefficient matrices. Convergence of the method is established and computed examples illustrate its performance. 

Abstract The reduction of a large‐scale symmetric linear discrete ill‐posed problem with multiple right‐hand sides to a smaller problem with a symmetric block tridiagonal matrix can easily be carried out by the application of a small number of steps of the symmetric block Lanczos method. We show that the subdiagonal blocks of the reduced problem converge to zero fairly rapidly with increasing block number. This quick convergence indicates that there is little advantage in expressing the solutions of discrete ill‐posed problems in terms of eigenvectors of the coefficient matrix when compared with using a basis of block Lanczos vectors, which are simpler and cheaper to compute. Similarly, for nonsymmetric linear discrete ill‐posed problems with multiple right‐hand sides, we show that the solution subspace defined by a few steps of the block Golub–Kahan bidiagonalization method usually can be applied instead of the solution subspace determined by the singular value decomposition of the coefficient matrix without significant, if any, reduction of the quality of the computed solution.