60,187 research outputs found
Can coercive formulations lead to fast and accurate solution of the Helmholtz equation?
A new, coercive formulation of the Helmholtz equation was introduced in
[Moiola, Spence, SIAM Rev. 2014]. In this paper we investigate -version
Galerkin discretisations of this formulation, and the iterative solution of the
resulting linear systems. We find that the coercive formulation behaves
similarly to the standard formulation in terms of the pollution effect (i.e. to
maintain accuracy as , must decrease with at the same rate
as for the standard formulation). We prove -explicit bounds on the number of
GMRES iterations required to solve the linear system of the new formulation
when it is preconditioned with a prescribed symmetric positive-definite matrix.
Even though the number of iterations grows with , these are the first such
rigorous bounds on the number of GMRES iterations for a preconditioned
formulation of the Helmholtz equation, where the preconditioner is a symmetric
positive-definite matrix.Comment: 27 pages, 7 figure
A Simple Iterative Algorithm for Parsimonious Binary Kernel Fisher Discrimination
By applying recent results in optimization theory variously known as optimization transfer or majorize/minimize algorithms, an algorithm for binary, kernel, Fisher discriminant analysis is introduced that makes use of a non-smooth penalty on the coefficients to provide a parsimonious solution. The problem is converted into a smooth optimization that can be solved iteratively with no greater overhead than iteratively re-weighted least-squares. The result is simple, easily programmed and is shown to perform, in terms of both accuracy and parsimony, as well as or better than a number of leading machine learning algorithms on two well-studied and substantial benchmarks
A fast semi-direct least squares algorithm for hierarchically block separable matrices
We present a fast algorithm for linear least squares problems governed by
hierarchically block separable (HBS) matrices. Such matrices are generally
dense but data-sparse and can describe many important operators including those
derived from asymptotically smooth radial kernels that are not too oscillatory.
The algorithm is based on a recursive skeletonization procedure that exposes
this sparsity and solves the dense least squares problem as a larger,
equality-constrained, sparse one. It relies on a sparse QR factorization
coupled with iterative weighted least squares methods. In essence, our scheme
consists of a direct component, comprised of matrix compression and
factorization, followed by an iterative component to enforce certain equality
constraints. At most two iterations are typically required for problems that
are not too ill-conditioned. For an HBS matrix with
having bounded off-diagonal block rank, the algorithm has optimal complexity. If the rank increases with the spatial dimension as is
common for operators that are singular at the origin, then this becomes
in 1D, in 2D, and
in 3D. We illustrate the performance of the method on
both over- and underdetermined systems in a variety of settings, with an
emphasis on radial basis function approximation and efficient updating and
downdating.Comment: 24 pages, 8 figures, 6 tables; to appear in SIAM J. Matrix Anal. App
Common pulse retrieval algorithm: a fast and universal method to retrieve ultrashort pulses
We present a common pulse retrieval algorithm (COPRA) that can be used for a
broad category of ultrashort laser pulse measurement schemes including
frequency-resolved optical gating (FROG), interferometric FROG, dispersion
scan, time domain ptychography, and pulse shaper assisted techniques such as
multiphoton intrapulse interference phase scan (MIIPS). We demonstrate its
properties in comprehensive numerical tests and show that it is fast, reliable
and accurate in the presence of Gaussian noise. For FROG it outperforms
retrieval algorithms based on generalized projections and ptychography.
Furthermore, we discuss the pulse retrieval problem as a nonlinear
least-squares problem and demonstrate the importance of obtaining a
least-squares solution for noisy data. These results improve and extend the
possibilities of numerical pulse retrieval. COPRA is faster and provides more
accurate results in comparison to existing retrieval algorithms. Furthermore,
it enables full pulse retrieval from measurements for which no retrieval
algorithm was known before, e.g., MIIPS measurements
- …