线性离散不适定问题的限域迭代方法

A. Buccini, Lucas Onisk, L. Reichel
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引用次数: 0

摘要

. 具有矩阵的线性方程组的奇异值随着指标数的增加而衰减到零,并且没有明显的间隙,通常被称为线性离散不适定问题。例如,当离散第一类Fredholm积分方程时,就会出现这样的系统。在科学和工程中出现的线性离散不适定问题的右侧向量通常表示受测量误差污染的实验测量。这些问题的解决方案通常对这个错误非常敏感。以前的工作表明,通过使用特殊设计的迭代方法,允许用户选择计算近似解的子空间,可以减少误差传播到计算解中。由于该子空间的维数通常非常小,因此它的选择对于计算解的质量非常重要。这项工作描述了三种迭代方法的算法,这些方法修改了GMRES、块GMRES和全局GMRES方法,用于求解适当的线性方程组。我们通过引入两个块变量来解决具有多个右侧向量的线性方程组,从而对这个主题已有的工作做出贡献。讨论了主要的计算方面,并为每种方法提供了软件。此外,我们通过聚焦图像重建的数值例子说明了这些迭代子空间方法的实用性。本文配有软件。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Range restricted iterative methods for linear discrete ill-posed problems
. Linear systems of equations with a matrix whose singular values decay to zero with increasing index number, and without a significant gap, are commonly referred to as linear discrete ill-posed problems. Such systems arise, e.g., when discretizing a Fredholm integral equation of the first kind. The right-hand side vectors of linear discrete ill-posed problems that arise in science and engineering often represent an experimental measurement that is contaminated by measurement error. The solution to these problems typically is very sensitive to this error. Previous works have shown that error propagation into the computed solution may be reduced by using specially designed iterative methods that allow the user to select the subspace in which the approximate solution is computed. Since the dimension of this subspace often is quite small, its choice is important for the quality of the computed solution. This work describes algorithms for three iterative methods that modify the GMRES, block GMRES, and global GMRES methods for the solution of appropriate linear systems of equations. We contribute to the work already available on this topic by introducing two block variants for the solution of linear systems of equations with multiple right-hand side vectors. The dominant computational aspects are discussed, and software for each method is provided. Additionally, we illustrate the utility of these iterative subspace methods through numerical examples focusing on image reconstruction. This paper is accompanied by software.
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