arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2011.05473math.NAcs.NA
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基于子空间循环的正则化方法

Subspace Recycling-based Regularization Methods

Ronny Ramlau, Kirk M. Soodhalter, Victoria Hutterer

摘要:

子空间回收技术已成功地用于加速求解大规模线性系的迭代法。这些方法通常通过用对于解决问题“有用”的向量的固定子空间来扩充由已知算法迭代生成的解子空间来工作。通常,这具有诱导原始线性系的投影版本的效果,然后将已知的迭代法应用于该投影版本,并且该投影可以充当收缩预处理器,加速收敛。大多数情况下,这些方法已被应用于解决适定问题。然而,它们也开始被考虑用于解决不适定问题。在本文中,我们考虑子空间增广型迭代格式适用于线性不适定问题的连续希尔伯特空间设置,基于最近开发的框架描述这些方法。我们表明,在适当的假设下,回收方法满足正规化的形式定义,只要底层计划本身是一个正规化。然后,我们开发了一个增广子空间版本的梯度下降法,并证明其有效性,无论是在学术高斯模糊模型和自适应光学社区的大型天空图像的分辨率地面的极大望远镜上产生的问题。

英文摘要:

Subspace recycling techniques have been used quite successfully for the acceleration of iterative methods for solving large-scale linear systems. These methods often work by augmenting a solution subspace generated iteratively by a known algorithm with a fixed subspace of vectors which are ``useful'' for solving the problem. Often, this has the effect of inducing a projected version of the original linear system to which the known iterative method is then applied, and this projection can act as a deflation preconditioner, accelerating convergence. Most often, these methods have been applied for the solution of well-posed problems. However, they have also begun to be considered for the solution of ill-posed problems. In this paper, we consider subspace augmentation-type iterative schemes applied to linear ill-posed problems in a continuous Hilbert space setting, based on a recently developed framework describing these methods. We show that under suitable assumptions, a recycling method satisfies the formal definition of a regularization, as long as the underlying scheme is itself a regularization. We then develop an augmented subspace version of the gradient descent method and demonstrate its effectiveness, both on an academic Gaussian blur model and on problems arising from the adaptive optics community for the resolution of large sky images by ground-based extremely large telescopes.

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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