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For linear inverse problems with a large number of unknown parameters, uncertainty quantification remains a challenging task. In this work, we use Krylov subspace methods to approximate the posterior covariance matrix and describe efficient…

Numerical Analysis · Mathematics 2019-05-22 Arvind K. Saibaba , Julianne Chung , Katrina Petroske

We compare two approaches to compute a portion of the spectrum of dense symmetric definite generalized eigenproblems: one is based on the reduction to tridiagonal form, and the other on the Krylov-subspace iteration. Two large-scale…

Diverse inverse problems in imaging can be cast as variational problems composed of a task-specific data fidelity term and a regularization term. In this paper, we propose a novel learnable general-purpose regularizer exploiting recent…

Optimization and Control · Mathematics 2020-02-19 Erich Kobler , Alexander Effland , Karl Kunisch , Thomas Pock

Relying on either deep models or physical models are two mainstream approaches for solving inverse sample reconstruction problems in programmable illumination computational microscopy. Solutions based on physical models possess strong…

Image and Video Processing · Electrical Eng. & Systems 2024-03-21 Ruiqing Sun , Delong Yang , Shaohui Zhang , Qun Hao

We propose and investigate efficient numerical methods for inverse problems related to Magnetic Resonance Imaging (MRI). Our goal is to extend the recent convergence results for the Landweber-Kaczmarz method obtained in [Haltmeier, Leitao,…

Numerical Analysis · Mathematics 2020-12-22 A. Leitao , J. Zubelli

This paper discusses model order reduction of large sparse second-order index-3 differential algebraic equations (DAEs) by applying Iterative Rational Krylov Algorithm (IRKA). In general, such DAEs arise in constraint mechanics, multibody…

Optimization and Control · Mathematics 2021-01-11 Xin Du , M. Monir Uddiny , A. Mostakim Fonyz , Md. Tanzim Hossainx , Md. Nazmul Islam Shuzan

Krylov subspace, which is generated by multiplying a given vector by the matrix of a linear transformation and its successive powers, has been extensively studied in classical optimization literature to design algorithms that converge…

Machine Learning · Computer Science 2024-02-20 Hyungjin Chung , Suhyeon Lee , Jong Chul Ye

This paper presents an iterative method suitable for inverting semilinear problems which are important kernels in many numerical applications. The primary idea is to employ a parametrization that is able to reduce semilinear problems into…

Numerical Analysis · Mathematics 2019-08-02 Prosper Torsu

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

With the emergence of mixed precision capabilities in hardware, iterative refinement schemes for solving linear systems $Ax=b$ have recently been revisited and reanalyzed in the context of three or more precisions. These new analyses show…

Numerical Analysis · Mathematics 2022-02-17 Eda Oktay , Erin Carson

The present paper studies so-called deep image prior (DIP) techniques in the context of ill-posed inverse problems. DIP networks have been recently introduced for applications in image processing; also first experimental results for…

Machine Learning · Computer Science 2020-03-19 Sören Dittmer , Tobias Kluth , Peter Maass , Daniel Otero Baguer

In this work, we develop efficient solvers for linear inverse problems based on randomized singular value decomposition (RSVD). This is achieved by combining RSVD with classical regularization methods, e.g., truncated singular value…

Numerical Analysis · Mathematics 2019-09-05 Kazufumi Ito , Bangti Jin

This paper develops and analyzes a general iterative framework for solving parameter-dependent and random convection-diffusion problems. It is inspired by the multi-modes method of [7,8] and the ensemble method of [20] and extends those…

Numerical Analysis · Mathematics 2021-10-22 Xiaobing Feng , Yan Luo , Liet Vo , Zhu Wang

In this paper, we propose and analyze iterative method based on projection techniques to solve a non-singular linear system Ax = b. In particular, for a given positive integer m, m-dimensional successive projection method (mD-SPM) for…

Numerical Analysis · Mathematics 2020-03-12 Ashif Mustafa , Manideepa Saha

A number of regularization methods for discrete inverse problems consist in considering weighted versions of the usual least square solution. However, these so-called filter methods are generally restricted to monotonic transformations,…

Statistics Theory · Mathematics 2011-05-05 Paul Rochet

We discuss, in the context of inverse linear problems in Hilbert space, the notion of the associated infinite-dimensional Krylov subspace and we produce necessary and sufficient conditions for the Krylov-solvability of a given inverse…

Numerical Analysis · Mathematics 2019-08-28 Noe Caruso , Alessandro Michelangeli , Paolo Novati

In the numerical solution of the algebraic Riccati equation $A^* X + X A - X BB^* X + C^* C =0$, where $A$ is large, sparse and stable, and $B$, $C$ have low rank, projection methods have recently emerged as a possible alternative to the…

Numerical Analysis · Mathematics 2016-02-02 V. Simoncini

The integration of surface normals for the purpose of computing the shape of a surface in 3D space is a classic problem in computer vision. However, even nowadays it is still a challenging task to devise a method that combines the…

Numerical Analysis · Computer Science 2016-10-20 Martin Bähr , Michael Breuß , Yvain Quéau , Ali Sharifi Boroujerdi , Jean-Denis Durou

Variable projection methods prove highly efficient in solving separable nonlinear least squares problems by transforming them into a reduced nonlinear least squares problem, typically solvable via the Gauss-Newton method. When solving…

Numerical Analysis · Mathematics 2024-02-14 Malena I. Español , Gabriela Jeronimo

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,…

Numerical Analysis · Mathematics 2013-02-01 Pierre Gosselet , Christian Rey , Julien Pebrel