Modified Truncated Randomized Singular Value Decomposition (MTRSVD) Algorithms for Discrete Ill-posed Problems with General-Form Regularization
报告人:贾仲孝
报告地点:数学与统计学院105室
报告时间:2018年05月26日星期六15:00-16:00
邀请人:
报告摘要:
In this paper, we propose new randomization based algorithms for large scale linear discrete ill-posed problems with general-form regularization: min ||Lx||subject to min ||Ax-b ||, where L is a regularization matrix. Our algorithms are inspired by the modified truncated singular value decomposition (MTSVD) method, which suits only for small to medium scale problems, and randomized SVD (RSVD) algorithms that generate good low rank approximations to A. We use rank-k truncated randomized SVD (TRSVD) approximations to A by truncating the rank-(k+q) RSVD approximations to A, where q is an oversampling parameter. The resulting algorithms are called modified TRSVD (MTRSVD) methods. At every step, we use the LSQR algorithm to solve the resulting inner least squares problem, which is proved to become better conditioned as k increases so that LSQR converges faster.
主讲人简介:
贾仲孝,清华大学“百人计划”特聘教授,二级教授,博士生导师。 1993年6月在英国牛津大学被授予“第六届国际青年数值分析家奖-Leslie Fox奖”(数值分析最佳研究论文奖);在矩阵特征值问题、奇异值分解问题的数值解法的理论和算法领域做出了系统的、有重要国际影响的研究成果,在国际学术界引发了大量的后续研究。所提出的精化Rayleigh-Ritz方法与传统的标准Rayleigh-Ritz方法和调和Rayleigh-Ritz方法一道,自2000年以来被公认为是求解这两大类问题的三类投影方法之一。对于非对称情形的特征值问题,首次建立了这三类方法的普适性收敛性理论。在稀疏线性方程组的迭代法和有效预处理技术、线性最小二乘和总体最小二乘问题的扰动理论、离散不适定和反问题的正则化理论和数值解法等领域,均做出国际水平的研究成果。1995-2018年期间,在Mathematics of Computation, Numerische Mathematik, SIAM Journal on Scientific Computing, SIAM Journal on Matrix Analysis and Applications等国际顶尖和著名杂志上发表论文50多篇,研究成果被36个国家和地区的600名专家与研究人员在13部经典著作、专著、教材及500多篇论文中引用近1000篇次。