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arXiv 2301.04078math.NAcs.NA
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面向大规模一般形式正则化的混合CGME与TCGME算法

Hybrid CGME and TCGME algorithms for large-scale general-form regularization

Yanfei Yang

AI总结:

本文提出两种基于Krylov子空间内外迭代的混合算法,用于大规模一般形式正则化问题,通过改进内层LSQR求解的条件性与停止容差选择,提升计算效率和精度。

摘要:

针对一般形式正则化下的大规模线性离散不适定问题,提出了两种新的混合算法。二者均基于Krylov子空间的内外迭代算法。每次迭代都需要求解一个线性最小二乘问题,即内层最小二乘问题。证明了由LSQR求解的内层线性最小二乘问题随着k增大而变得条件更好,因此LSQR收敛更快。还证明了如何选择LSQR的停止容差,以保证计算得到的最佳正则化解与精确最佳正则化解具有相同的精度。数值实验展示了新混合算法的有效性和高效性,并与现有算法进行了比较。

英文摘要:

Two new hybrid algorithms are proposed for large-scale linear discrete ill-posed problems in general-form regularization. They are both based on Krylov subspace inner-outer iterative algorithms. At each iteration, they need to solve a linear least squares problem, which is the inner least squares problem. It is proved that inner linear least squares problems, solved by LSQR, become better conditioned as k increases, so LSQR converges faster. We also prove how to choose the stopping tolerance for LSQR to guarantee that the computed and exact best regularized solutions have the same accuracy. Numerical experiments are provided to demonstrate the effectiveness and efficiency of our new hybrid algorithms, along with comparisons to the existing algorithm.

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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