Related papers: Flexible inner-product free Krylov methods for inv…
In this paper, we investigate the use of multilinear algebra for reducing the order of multidimensional linear time-invariant (MLTI) systems. Our main tools are tensor rational Krylov subspace methods, which enable us to approximate the…
It is well known that for general linear systems, only optimal Krylov methods with long recurrences exist. For special classes of linear systems it is possible to find optimal Krylov methods with short recurrences. In this paper we consider…
In this paper, we propose a novel, computationally efficient reduced order method to solve linear parabolic inverse source problems. Our approach provides accurate numerical solutions without relying on specific training data. The forward…
The numerical integration of stiff equations is a challenging problem that needs to be approached by specialized numerical methods. Exponential integrators form a popular class of such methods since they are provably robust to stiffness and…
Separable nonlinear least squares problems appear in many inverse problems, including semi-blind image deblurring. The variable projection (VarPro) method provides an efficient approach for solving such problems by eliminating linear…
Interior point methods are widely used for different types of mathematical optimization problems. Many implementations of interior point methods in use today rely on direct linear solvers to solve systems of equations in each iteration. The…
Various methods for solving the inverse reinforcement learning (IRL) problem have been developed independently in machine learning and economics. In particular, the method of Maximum Causal Entropy IRL is based on the perspective of entropy…
LSQR and LSMR are iterative methods, based on the Golub-Kahan bidiagonalization algorithm, widely used for large-scale linear least squares problems. FLSQR and FLSMR are flexible variants of LSQR and LSMR, respectively, based on a flexible…
These lecture notes evolve around mathematical concepts arising in inverse problems. We start by introducing inverse problems through examples such as differentiation, deconvolution, computed tomography and phase retrieval. This then leads…
In fluid dynamics, predicting and characterizing bifurcations, from the onset of unsteadiness to the transition to turbulence, is of critical importance for both academic and industrial applications. Different tools from dynamical systems…
An efficient Krylov subspace algorithm for computing actions of the $\varphi$ matrix function for large matrices is proposed. This matrix function is widely used in exponential time integration, Markov chains and network analysis and many…
Ensemble Kalman inversion is a parallelizable methodology for solving inverse or parameter estimation problems. Although it is based on ideas from Kalman filtering, it may be viewed as a derivative-free optimization method. In its most…
Tikhonov regularization is one of the most commonly used methods of regularization of ill-posed problems. In the setting of finite element solutions of elliptic partial differential control problems, Tikhonov regularization amounts to…
Hessian-free training has become a popular parallel second or- der optimization technique for Deep Neural Network training. This study aims at speeding up Hessian-free training, both by means of decreasing the amount of data used for…
Many nonlinear optimal control and optimization problems involve constraints that combine continuous dynamics with discrete logic conditions. Standard approaches typically rely on mixed-integer programming, which introduces scalability…
We study the use of Krylov subspace recycling for the solution of a sequence of slowly-changing families of linear systems, where each family consists of shifted linear systems that differ in the coefficient matrix only by multiples of the…
We introduce the definition of tensorized block rational Krylov subspaces and its relation with multivariate rational functions, extending the formulation of tensorized Krylov subspaces introduced in [Kressner D., Tobler C., Krylov subspace…
Pipelined Krylov methods seek to ameliorate the latency due to inner products necessary for projection by overlapping it with the computation associated with sparse matrix-vector multiplication. We clarify a folk theorem that this can only…
We develop a randomized extension of tensor Krylov subspace methods based on the Einstein product for solving large-scale multilinear systems arising in image and video restoration. The classical tensor global GMRES method relies on…
The Tikhonov-Phillips method is widely used for regularizing ill-posed inverse problems mainly due to the simplicity of its formulation as an optimization problem. The use of different penalizers in the functionals associated to the…