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The discrete L-curve rule terminates with failure or a maximum-curvature grid point
Statement
For every admissible finite input to Discrete maximum-curvature L-curve parameter selection, the algorithm terminates. It returns failure exactly when fewer than three positive-residual, positive-solution-norm grid points remain. Otherwise it returns a retained grid parameter whose assigned discrete curvature is maximal; ties are resolved by the least original grid index.
Facts & Assumptions
Given: A real matrix, a data vector, and a strictly increasing finite positive parameter grid with at least three points, as specified in Discrete maximum-curvature L-curve parameter selection.
Discrete maximum-curvature L-curve parameter selection: The procedure computes finitely many Tikhonov solutions, discards points with a zero residual or solution norm, and returns failure if fewer than three points remain; otherwise it computes one finite curvature for each interior retained point and selects a maximum, using the least original index to break ties.
Proof
The input grid has finite length . Each positive parameter gives an invertible matrix because for . Thus the solution and residual calculations in [F1] are defined; a finite number of scalar norm, positivity, logarithm, determinant, and arithmetic operations determine the retained points and curvatures. Every loop terminates after at most iterations.
If fewer than three points remain, [F1] returns the prescribed failure status. Otherwise the finite nonempty set of assigned curvature values has a maximum; the finite set of indices attaining it has a least original grid index. The tie rule in [F1] therefore returns a maximizer and terminates.
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Sources
- Per Christian Hansen, Introduction to Inverse Problems, Chapter 5: Regularization Parameter Choice (standard reference, not scraped)
- Guido Clason, Regularization of Inverse Problems, full lecture notes (standard reference, not scraped)