Simultaneously Sparse Solutions to Linear Inverse Problems with Multiple System Matrices and a Single Observation Vector

A linear inverse problem is proposed that requires the determination of multiple unknown signal vectors. Each unknown vector passes through a different system matrix and the results are added to yield a single observation vector. Given the matrices and lone observation, the objective is to find a simultaneously sparse set of unknown vectors that solves the system. We will refer to this as the multiple-system single-output (MSSO) simultaneous sparsity problem. This manuscript contrasts the MSSO problem with other simultaneous sparsity problems and conducts a thorough initial exploration of algorithms with which to solve it. Seven algorithms are formulated that approximately solve this NP-Hard problem. Three greedy techniques are developed (matching pursuit, orthogonal matching pursuit, and least squares matching pursuit) along with four methods based on a convex relaxation (iteratively reweighted least squares, two forms of iterative shrinkage, and formulation as a second-order cone program). The algorithms are evaluated across three experiments: the first and second involve sparsity profile recovery in noiseless and noisy scenarios, respectively, while the third deals with magnetic resonance imaging radio-frequency excitation pulse design.Comment: 36 pages; manuscript unchanged from July 21, 2008, except for updated references; content appears in September 2008 PhD thesi

Computational Methods for Nonlinear Systems Analysis With Applications in Mathematics and Engineering

An investigation into current methods and new approaches for solving systems of nonlinear equations was performed. Nontraditional methods for implementing arc-length type solvers were developed in search of a more robust capability for solving general systems of nonlinear algebraic equations. Processes for construction of parameterized curves representing the many possible solutions to systems of equations versus finding single or point solutions were established. A procedure based on these methods was then developed to identify static equilibrium states for solutions to multi-body-dynamic systems. This methodology provided for a pictorial of the overall solution to a given system, which demonstrated the possibility of multiple candidate equilibrium states for which a procedure for selection of the proper state was proposed. Arc-length solvers were found to identify and more readily trace solution curves as compared to other solvers making such an approach practical. Comparison of proposed methods was made to existing methods found in the literature and commercial software with favorable results. Finally, means for parallel processing of the Jacobian matrix inherent to the arc-length and other nonlinear solvers were investigated, and an efficient approach for implementation was identified. Several case studies were performed to substantiate results. Commercial software was also used in some instances for additional results verification

Direct nonlinear Fourier transform algorithms for the computation of solitonic spectra in focusing nonlinear Schrödinger equation

Starting from a comparison of some established numerical algorithms for the computation of the eigenvalues (discrete or solitonic spectrum) of the non-Hermitian version of the Zakharov–Shabat spectral problem, this article delivers new algorithms that combine the best features of the existing ones and thereby allays their relative weaknesses. Our algorithm is modelled within the remit of the so-called direct nonlinear Fourier transform (NFT) associated with the focusing nonlinear Schrödinger equation. First, we present the data for the calibration of existing methods comparing the relative errors associated with the computation of the continuous NF spectrum. Then each method is paired with different numerical algorithms for finding zeros of a complex-valued function to obtain the eigenvalues. Next we describe a new class of methods based on the contour integrals evaluation for the efficient search of eigenvalues. After that we introduce a new hybrid method, one of our main results: the method combines the advances of contour integral approach and makes use of the iterative algorithms at its second stage for the refined eigenvalues search. The veracity of our new hybrid algorithm is established by estimating the convergence speed and accuracy across three independent test profiles. Along with the development of a new approach for the computation of the eigenvalues, our study also addresses the problem of computation of the so-called norming constants associated with the eigenvalues. We show that our formalism effectively amounts to accurate and fast enough computation of residues of the reflection coefficient in the upper complex half-plane of the spectral parameter

Inverse Family of Numerical Methods for Approximating All Simple and Roots with Multiplicity of Nonlinear Polynomial Equations with Engineering Applications

A new inverse family of the iterative method is interrogated in the present article for simultaneously estimating all distinct and multiple roots of nonlinear polynomial equations. Convergence analysis proves that the order of convergence of the newly constructed family of methods is two. The computer algebra systems CAS-Mathematica is used to determine the lower bound of convergence order, which justifies the local convergence of the newly developed method. Some nonlinear models from physics, chemistry, and engineering sciences are considered to demonstrate the performance and efficiency of the newly constructed family of inverse simultaneous methods in comparison to classical methods in the literature. The computational time in seconds and residual error graph of the inverse simultaneous methods are also presented to elaborate their convergence behavior.</jats:p

Parallel unstructured solvers for linear partial differential equations

This thesis presents the development of a parallel algorithm to solve symmetric systems of linear equations and the computational implementation of a parallel partial differential equations solver for unstructured meshes. The proposed method, called distributive conjugate gradient - DCG, is based on a single-level domain decomposition method and the conjugate gradient method to obtain a highly scalable parallel algorithm. An overview on methods for the discretization of domains and partial differential equations is given. The partition and refinement of meshes is discussed and the formulation of the weighted residual method for two- and three-dimensions presented. Some of the methods to solve systems of linear equations are introduced, highlighting the conjugate gradient method and domain decomposition methods. A parallel unstructured PDE solver is proposed and its actual implementation presented. Emphasis is given to the data partition adopted and the scheme used for communication among adjacent subdomains is explained. A series of experiments in processor scalability is also reported. The derivation and parallelization of DCG are presented and the method validated throughout numerical experiments. The method capabilities and limitations were investigated by the solution of the Poisson equation with various source terms. The experimental results obtained using the parallel solver developed as part of this work show that the algorithm presented is accurate and highly scalable, achieving roughly linear parallel speed-up in many of the cases tested