Flexible inner-product free Krylov methods for inverse problems
By: Malena Sabaté Landman
Potential Business Impact:
Makes computer math faster and use less memory.
Flexible Krylov methods are a common standpoint for inverse problems. In particular, they are used to address the challenges associated with explicit variational regularization when it goes beyond the two-norm, for example involving an $\ell_p$ norm for $0 < p \leq 1$. Moreover, inner-product free Krylov methods have been revisited in the context of ill-posed problems, to speed up computations and improve memory requirements by means of using low precision arithmetics. However, these are effectively quasi-minimal residual methods, and can be used in combination with tools from randomized numerical linear algebra to improve the quality of the results. This work presents new flexible and inner-product free Krylov methods, including a new flexible generalized Hessenberg method for iteration-dependent preconditioning. Moreover, it introduces new randomized versions of the methods, based on the sketch-and-solve framework. Theoretical considerations are given, and numerical experiments are provided for different variational regularization terms to show the performance of the new methods.
Similar Papers
Randomized flexible Krylov methods for $\ell_p$ regularization
Numerical Analysis
Speeds up solving hard math problems for computers.
Randomized Krylov methods for inverse problems
Numerical Analysis
Cleans up blurry pictures and earthquake maps.
New flexible and inexact Golub-Kahan algorithms for inverse problems
Numerical Analysis
Improves blurry pictures and scans using math.