arXivDaily arXiv每日学术速递 周一至周五更新
arXiv周末暂无论文更新,休息一下吧,周末愉快~~
arXiv 1102.5689math.NAcs.NAmath.PRmath.STstat.TH
收藏

矩阵探测及其条件化

Matrix probing and its conditioning

Jiawei Chiu, Laurent Demanet

摘要:

当已知具有n列的矩阵A被基矩阵B_1,.的线性组合很好地近似时,B_p,我们可以将A应用于随机向量并求解线性系以恢复此线性组合。同样的方法也可以用来恢复A^-1的近似值。一个基本的问题是这个线性系是否可逆和良态。本文证明了如果B_j的Gram矩阵是充分良态的,并且每个B_j都有高的数值秩,那么n {proportional} p log^2 n将保证线性系以高概率良态.我们的主要应用是探测具有光滑伪微分符号的线性算子,例如地震成像中的波动方程Hessian。我们数值证明,矩阵探测也可以产生良好的预条件,在可变介质中的反椭圆算子。

英文摘要:

When a matrix A with n columns is known to be well approximated by a linear combination of basis matrices B_1,..., B_p, we can apply A to a random vector and solve a linear system to recover this linear combination. The same technique can be used to recover an approximation to A^-1. A basic question is whether this linear system is invertible and well-conditioned. In this paper, we show that if the Gram matrix of the B_j's is sufficiently well-conditioned and each B_j has a high numerical rank, then n {proportional} p log^2 n will ensure that the linear system is well-conditioned with high probability. Our main application is probing linear operators with smooth pseudodifferential symbols such as the wave equation Hessian in seismic imaging. We demonstrate numerically that matrix probing can also produce good preconditioners for inverting elliptic operators in variable media.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

↑