Related papers: Fast nonnegative least squares through flexible Kr…
This paper introduces a new class of algorithms for solving large-scale linear inverse problems based on new flexible and inexact Golub-Kahan factorizations. The proposed methods iteratively compute regularized solutions by approximating a…
We discuss efficient solutions to systems of shifted linear systems arising in computations for oscillatory hydraulic tomography (OHT). The reconstruction of hydrogeological parameters such as hydraulic conductivity and specific storage…
We present a new approach for nonlocal image denoising, based around the application of an unnormalized extended Gaussian ANOVA kernel within a bilevel optimization algorithm. A critical bottleneck when solving such problems for…
The solution of sequences of shifted linear systems is a classic problem in numerical linear algebra, and a variety of efficient methods have been proposed over the years. Nevertheless, there still exist challenging scenarios witnessing a…
This paper presents two new augmented flexible (AF)-Krylov subspace methods, AF-GMRES and AF-LSQR, to compute solutions of large-scale linear discrete ill-posed problems that can be modeled as the sum of two independent random variables,…
We consider the linear least squares problem with linear equality constraints (LSE problem) formulated as $\min_{x\in\mathbb{R}^{n}}\|Ax-b\|_2 \ \mathrm{s.t.} \ Cx = d$. Although there are some classical methods available to solve this…
The authors propose a recycling Krylov subspace method for the solution of a sequence of self-adjoint linear systems. Such problems appear, for example, in the Newton process for solving nonlinear equations. Ritz vectors are automatically…
We present the Residual Quadratic Programming Active-Set Subspace (ResQPASS) method that solves large-scale linear least-squares problems with bound constraints on the variables. The problem is solved by creating a series of small problems…
In this paper we present an efficient active-set method for the solution of convex quadratic programming problems with general piecewise-linear terms in the objective, with applications to sparse approximations and risk-minimization. The…
The solution of linear inverse problems when the unknown parameters outnumber data requires addressing the problem of a nontrivial null space. After restating the problem within the Bayesian framework, a priori information about the unknown…
Image formation for radio astronomy can be defined as estimating the spatial power distribution of celestial sources over the sky, given an array of antennas. One of the challenges with image formation is that the problem becomes ill-posed…
In the present work, we propose new tensor Krylov subspace method for ill posed linear tensor problems such as in color or video image restoration. Those methods are based on the tensor-tensor discrete cosine transform that gives fast…
Flexible Krylov methods are a common standpoint for inverse problems. In particular, they are used to address the challenges associated with explicit variational regularization when it goes beyond the two-norm, for example involving an…
Many practical imaging systems suffer from uncertainty in acquisition geometry -- such as projection angles in computed tomography or sensor positions in photoacoustic tomography -- leading to nonlinear inverse problems that require joint…
This paper deals with the definition and optimization of augmentation spaces for faster convergence of the conjugate gradient method in the resolution of sequences of linear systems. Using advanced convergence results from the literature,…
Nonnegative (linear) least square problems are a fundamental class of problems that is well-studied in statistical learning and for which solvers have been implemented in many of the standard programming languages used within the machine…
Rational approximation recently emerged as an efficient numerical tool for the solution of exterior wave propagation problems. Currently, this technique is limited to wave media which are invariant along the main propagation direction. We…
Non-linear least squares solvers are used across a broad range of offline and real-time model fitting problems. Most improvements of the basic Gauss-Newton algorithm tackle convergence guarantees or leverage the sparsity of the underlying…
Preconditioned Krylov subspace (KSP) methods are widely used for solving large-scale sparse linear systems arising from numerical solutions of partial differential equations (PDEs). These linear systems are often nonsymmetric due to the…
We propose an adaptive randomized truncation estimator for Krylov subspace methods that optimizes the trade-off between the solution variance and the computational cost, while remaining unbiased. The estimator solves a constrained…