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arXiv 2008.05358math.NAcs.NA
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求解大规模不适定问题的联合双对角化算法的内迭代

On inner iterations of the joint bidiagonalization based algorithms for solving large scale ill-posed problems

Haibo Li

摘要:

矩阵对$\{A,L\}$的联合双对角化过程可用于发展大规模不适定问题的一般形式Tikhonov正则化$\min_x\left\{\|Ax-b\|_{2}^2+λ^2\|Lx\|_{2}^2\right\}$或本质等价形式$\min\|Lx\|_{2} \ \mbox{\rm s.t.} \ x\in\mathcal{S} = \{x|\ \|Ax-b\|_{2}\leq η\|e\|_{2}\}$的迭代正则化算法,其中$e$是高斯白噪声,$L$是正则化矩阵,$η>1$稍小.算法的一个瓶颈是每次外迭代都要求解一个以$(A^{T}, L^{T})^{T}$为系数矩阵的大规模内最小二乘问题,这可能是代价很高的,特别是当这些问题的求解精度要求很高时。本文详细研究了内最小二乘问题的解的精度要求,并提出了一个实用的内迭代停止准则。结果表明,对于噪声水平不太小的不适定问题,内最小二乘问题的解的精度可以得到很大程度的放松,而正则化解的精度不会降低,因此算法的整体效率可以得到很大的提高.数值实验表明了我们的结果,并显示了一些数值性能的算法。

英文摘要:

The joint bidiagonalization process of a matrix pair $\{A,L\}$ can be used to develop iterative regularization algorithms for large scale ill-posed problems in general-form Tikhonov regularization $\min_x\left\{\|Ax-b\|_{2}^2+λ^2\|Lx\|_{2}^2\right\}$ or the essentially equivalent one $\min\|Lx\|_{2} \ \mbox{\rm s.t.} \ x\in\mathcal{S} = \{x|\ \|Ax-b\|_{2}\leq η\|e\|_{2}\}$, where $e$ is a Gaussian white noise, $L$ is a regularization matrix and $η>1$ slightly. A bottleneck of the algorithms is that a large scale inner least squares problem with $(A^{T}, L^{T})^{T}$ as the coefficient matrix must be solved at each outer iteration, which may be costly, especially when the solution accuracy of these problems is high. In this paper, we give a detailed investigation on the solution accuracy requirement on the inner least squares problems and propose a practical stopping criterion for inner iterations. The results show that for ill-posed problems with not too small noise levels, the solution accuracy of the inner least squares problems can be relaxed considerably while it will not reduce the accuracy of regularized solutions, thus the overall efficiency of the algorithms can be improved substantially. Numerical experiments are made to illustrate our results and show some numerical performance of the algorithms.

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。

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