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The randomized version of the Kaczmarz method for the solution of linear systems is known to converge linearly in expectation. In this work we extend this result and show that the recently proposed Randomized Sparse Kaczmarz method for…

Optimization and Control · Mathematics 2016-10-11 Frank Schöpfer , Dirk A. Lorenz

The Randomized Kaczmarz Algorithm is a randomized method which aims at solving a consistent system of over determined linear equations. This note discusses how to find an optimized randomization scheme for this algorithm, which is related…

Systems and Control · Computer Science 2016-11-17 Liang Dai , Mojtaba Soltanalian , Kristiaan Pelckmans

Different variants of approximate inverse iteration like the locally optimal block preconditioned conjugate gradient method became in recent years increasingly popular for the solution of the large matrix eigenvalue problems arising from…

Numerical Analysis · Mathematics 2016-11-15 Harry Yserentant

Based on the joint bidiagonalization process of a large matrix pair $\{A,L\}$, we propose and develop an iterative regularization algorithm for the large scale linear discrete ill-posed problems in general-form regularization: $\min\|Lx\| \…

Numerical Analysis · Mathematics 2020-07-21 Zhongxiao Jia , Yanfei Yang

In part I we introduced modified Landweber-Kaczmarz methods and have established a convergence analysis. In the present work we investigate three applications: an inverse problem related to thermoacoustic tomography, a nonlinear inverse…

Numerical Analysis · Mathematics 2020-11-20 M. Haltmeier , R. Kowar , A. Leitao , O. Scherzer

We present a general scheme for the construction of new eficient generalized Schultz iterative methods for computing the inverse matrix. These methods have the form $$ X_{k+1} = X_k(a_0^{(k)}I+a_1^{(k)}AX_k),\quad k\in\mathbb{N}, $$ where…

Numerical Analysis · Mathematics 2026-03-10 Mihailo Krstić , Marko D. Petković , Kostadin Rajković , Marko Kostadinov

The conventional way of formulating inverse problems such as identification of a (possibly infinite dimensional) parameter, is via some forward operator, which is the concatenation of the observation operator with the parameter-to-state-map…

Optimization and Control · Mathematics 2019-10-07 Barbara Kaltenbacher

In this paper, we will present a generalization for a minimization problem from I. Daubechies, M. Defrise, and C. Demol [3]. This generalization is useful for solving many practical problems in which more than one constraint are involved.…

Optimization and Control · Mathematics 2019-12-20 Saman Khoramian

In order to determine the 3D structure of a thick sample, researchers have recently combined ptychography (for high resolution) and tomography (for 3D imaging) in a single experiment. 2-step methods are usually adopted for reconstruction,…

Image and Video Processing · Electrical Eng. & Systems 2020-07-21 Huibin Chang , Pablo Enfedaque , Stefano Marchesini

Randomized iterative algorithms have attracted much attention in recent years because they can approximately solve large-scale linear systems of equations without accessing the entire coefficient matrix. In this paper, we propose two novel…

Numerical Analysis · Mathematics 2021-10-22 Kui Du , Xiao-Hui Sun

Sparse and low rank tensor recovery has emerged as a significant area of research with applications in many fields such as computer vision. However, minimizing the $\ell_0$-norm of a vector or the rank of a matrix is NP-hard. Instead, their…

Optimization and Control · Mathematics 2024-04-23 Katherine Henneberger , Jing Qin

The sketch-and-project (SAP) framework for solving systems of linear equations has unified the theory behind popular projective iterative methods such as randomized Kaczmarz, randomized coordinate descent, and variants thereof. The…

Numerical Analysis · Mathematics 2022-04-13 Benjamin Jarman , Nathan Mankovich , Jacob D. Moorman

The Bregman-Kaczmarz method is an iterative method which can solve strongly convex problems with linear constraints and uses only one or a selected number of rows of the system matrix in each iteration, thereby making it amenable for…

Optimization and Control · Mathematics 2023-07-31 Dirk A. Lorenz , Maximilian Winkler

It has been proposed that classical filtering methods, like the Kalman filter and 3DVAR, can be used to solve linear statistical inverse problems. In the work of Iglesias, Lin, Lu, & Stuart (2017), error estimates were obtained for this…

Numerical Analysis · Mathematics 2022-05-12 Felix G. Jones , Gideon Simpson

This paper describes a new MATLAB software package of iterative regularization methods and test problems for large-scale linear inverse problems. The software package, called IR Tools, serves two related purposes: we provide implementations…

Numerical Analysis · Mathematics 2018-07-03 Silvia Gazzola , Per Christian Hansen , James G. Nagy

Recent efforts on solving inverse problems in imaging via deep neural networks use architectures inspired by a fixed number of iterations of an optimization method. The number of iterations is typically quite small due to difficulties in…

Image and Video Processing · Electrical Eng. & Systems 2021-06-04 Davis Gilton , Gregory Ongie , Rebecca Willett

This paper proposes a nonlinear weighted anisotropic total variation (NWATV) regularization technique for electrical impedance tomography (EIT). The key idea is to incorporate the internal inhomogeneity information (e.g., edges of the…

Analysis of PDEs · Mathematics 2022-03-02 Yizhuang Song , Yanying Wang , Dong Liu

The random reshuffling Kaczmarz (RRK) method enjoys the simplicity and efficiency in solving linear systems as a Kaczmarz-type method, whereas it also inherits the practical improvements of the stochastic gradient descent (SGD) with random…

Numerical Analysis · Mathematics 2025-08-08 Deren Han , Jiaxin Xie

Iterative regularization exploits the implicit bias of an optimization algorithm to regularize ill-posed problems. Constructing algorithms with such built-in regularization mechanisms is a classic challenge in inverse problems but also in…

Optimization and Control · Mathematics 2022-02-02 Cesare Molinari , Mathurin Massias , Lorenzo Rosasco , Silvia Villa

We use convex relaxation techniques to provide a sequence of solutions to the matrix completion problem. Using the nuclear norm as a regularizer, we provide simple and very efficient algorithms for minimizing the reconstruction error…

Machine Learning · Statistics 2009-06-12 Rahul Mazumder , Trevor Hastie , Rob Tibshirani