Multilevel Approach For Signal Restoration Problems With Toeplitz Matrices

We present a multilevel method for discrete ill-posed problems arising from the discretization of Fredholm integral equations of the first kind. In this method, we use the Haar wavelet transform to define restriction and prolongation operators within a multigrid-type iteration. The choice of the Haar wavelet operator has the advantage of preserving matrix structure, such as Toeplitz, between grids, which can be exploited to obtain faster solvers on each level where an edge-preserving Tikhonov regularization is applied. Finally, we present results that indicate the promise of this approach for restoration of signals and images with edges

Tikhonov-type iterative regularization methods for ill-posed inverse problems: theoretical aspects and applications

Ill-posed inverse problems arise in many fields of science and engineering. The ill-conditioning and the big dimension make the task of numerically solving this kind of problems very challenging. In this thesis we construct several algorithms for solving ill-posed inverse problems. Starting from the classical Tikhonov regularization method we develop iterative methods that enhance the performances of the originating method. In order to ensure the accuracy of the constructed algorithms we insert a priori knowledge on the exact solution and empower the regularization term. By exploiting the structure of the problem we are also able to achieve fast computation even when the size of the problem becomes very big. We construct algorithms that enforce constraint on the reconstruction, like nonnegativity or flux conservation and exploit enhanced version of the Euclidian norm using a regularization operator and different semi-norms, like the Total Variaton, for the regularization term. For most of the proposed algorithms we provide efficient strategies for the choice of the regularization parameters, which, most of the times, rely on the knowledge of the norm of the noise that corrupts the data. For each method we analyze the theoretical properties in the finite dimensional case or in the more general case of Hilbert spaces. Numerical examples prove the good performances of the algorithms proposed in term of both accuracy and efficiency

Tikhonov-type iterative regularization methods for ill-posed inverse problems: theoretical aspects and applications

Ill-posed inverse problems arise in many fields of science and engineering. The ill-conditioning and the big dimension make the task of numerically solving this kind of problems very challenging. In this thesis we construct several algorithms for solving ill-posed inverse problems. Starting from the classical Tikhonov regularization method we develop iterative methods that enhance the performances of the originating method. In order to ensure the accuracy of the constructed algorithms we insert a priori knowledge on the exact solution and empower the regularization term. By exploiting the structure of the problem we are also able to achieve fast computation even when the size of the problem becomes very big. We construct algorithms that enforce constraint on the reconstruction, like nonnegativity or flux conservation and exploit enhanced version of the Euclidian norm using a regularization operator and different semi-norms, like the Total Variaton, for the regularization term. For most of the proposed algorithms we provide efficient strategies for the choice of the regularization parameters, which, most of the times, rely on the knowledge of the norm of the noise that corrupts the data. For each method we analyze the theoretical properties in the finite dimensional case or in the more general case of Hilbert spaces. Numerical examples prove the good performances of the algorithms proposed in term of both accuracy and efficiency

A Multigrid Method for the Efficient Numerical Solution of Optimization Problems Constrained by Partial Differential Equations

We study the minimization of a quadratic functional subject to constraints given by a linear or semilinear elliptic partial differential equation with distributed control. Further, pointwise inequality constraints on the control are accounted for. In the linear-quadratic case, the discretized optimality conditions yield a large, sparse, and indefinite system with saddle point structure. One main contribution of this thesis consists in devising a coupled multigrid solver which avoids full constraint elimination. To this end, we define a smoothing iteration incorporating elements from constraint preconditioning. A local mode analysis shows that for discrete optimality systems, we can expect smoothing rates close to those obtained with respect to the underlying constraint PDE. Our numerical experiments include problems with constraints where standard pointwise smoothing is known to fail for the underlying PDE. In particular, we consider anisotropic diffusion and convection-diffusion problems. The framework of our method allows to include line smoothers or ILU-factorizations, which are suitable for such problems. In all cases, numerical experiments show that convergence rates do not depend on the mesh size of the finest level and discrete optimality systems can be solved with a small multiple of the computational cost which is required to solve the underlying constraint PDE. Employing the full multigrid approach, the computational cost is proportional to the number of unknowns on the finest grid level. We discuss the role of the regularization parameter in the cost functional and show that the convergence rates are robust with respect to both the fine grid mesh size and the regularization parameter under a mild restriction on the next to coarsest mesh size. Incorporating spectral filtering for the reduced Hessian in the control smoothing step allows us to weaken the mesh size restriction. As a result, problems with near-vanishing regularization parameter can be treated efficiently with a negligible amount of additional computational work. For fine discretizations, robust convergence is obtained with rates which are independent of the regularization parameter, the coarsest mesh size, and the number of levels. In order to treat linear-quadratic problems with pointwise inequality constraints on the control, the multigrid approach is modified to solve subproblems generated by a primal-dual active set strategy (PDAS). Numerical experiments demonstrate the high efficiency of this approach due to mesh-independent convergence of both the outer PDAS method and the inner multigrid solver. The PDAS-multigrid method is incorporated in the sequential quadratic programming (SQP) framework. Inexact Newton techniques further enhance the computational efficiency. Globalization is implemented with a line search based on the augmented Lagrangian merit function. Numerical experiments highlight the efficiency of the resulting SQP-multigrid approach. In all cases, locally superlinear convergence of the SQP method is observed. In combination with the mesh-independent convergence rate of the inner solver, a solution method with optimal efficiency is obtained

Correspondence problems in computer vision : novel models, numerics, and applications

Correspondence problems like optic flow belong to the fundamental problems in computer vision. Here, one aims at finding correspondences between the pixels in two (or more) images. The correspondences are described by a displacement vector field that is often found by minimising an energy (cost) function. In this thesis, we present several contributions to the energy-based solution of correspondence problems: (i) We start by developing a robust data term with a high degree of invariance under illumination changes. Then, we design an anisotropic smoothness term that works complementary to the data term, thereby avoiding undesirable interference. Additionally, we propose a simple method for determining the optimal balance between the two terms. (ii) When discretising image derivatives that occur in our continuous models, we show that adapting one-sided upwind discretisations from the field of hyperbolic differential equations can be beneficial. To ensure a fast solution of the nonlinear system of equations that arises when minimising the energy, we use the recent fast explicit diffusion (FED) solver in an explicit gradient descent scheme. (iii) Finally, we present a novel application of modern optic flow methods where we align exposure series used in high dynamic range (HDR) imaging. Furthermore, we show how the alignment information can be used in a joint super-resolution and HDR method.Korrespondenzprobleme wie der optische Fluß, gehören zu den fundamentalen Problemen im Bereich des maschinellen Sehens (Computer Vision). Hierbei ist das Ziel, Korrespondenzen zwischen den Pixeln in zwei (oder mehreren) Bildern zu finden. Die Korrespondenzen werden durch ein Verschiebungsvektorfeld beschrieben, welches oft durch Minimierung einer Energiefunktion (Kostenfunktion) gefunden wird. In dieser Arbeit stellen wir mehrere Beiträge zur energiebasierten Lösung von Korrespondenzproblemen vor: (i) Wir beginnen mit der Entwicklung eines robusten Datenterms, der ein hohes Maß an Invarianz unter Beleuchtungsänderungen aufweißt. Danach entwickeln wir einen anisotropen Glattheitsterm, der komplementär zu dem Datenterm wirkt und deshalb keine unerwünschten Interferenzen erzeugt. Zusätzlich schlagen wir eine einfache Methode vor, die es erlaubt die optimale Balance zwischen den beiden Termen zu bestimmen. (ii) Im Zuge der Diskretisierung von Bildableitungen, die in unseren kontinuierlichen Modellen auftauchen, zeigen wir dass es hilfreich sein kann, einseitige upwind Diskretisierungen aus dem Bereich hyperbolischer Differentialgleichungen zu übernehmen. Um eine schnelle Lösung des nichtlinearen Gleichungssystems, dass bei der Minimierung der Energie auftaucht, zu gewährleisten, nutzen wir den kürzlich vorgestellten fast explicit diffusion (FED) Löser im Rahmen eines expliziten Gradientenabstiegsschemas. (iii) Schließlich stellen wir eine neue Anwendung von modernen optischen Flußmethoden vor, bei der Belichtungsreihen für high dynamic range (HDR) Bildgebung registriert werden. Außerdem zeigen wir, wie diese Registrierungsinformation in einer kombinierten super-resolution und HDR Methode genutzt werden kann