71 research outputs found
Symmetrization Techniques in Image Deblurring
This paper presents a couple of preconditioning techniques that can be used
to enhance the performance of iterative regularization methods applied to image
deblurring problems with a variety of point spread functions (PSFs) and
boundary conditions. More precisely, we first consider the anti-identity
preconditioner, which symmetrizes the coefficient matrix associated to problems
with zero boundary conditions, allowing the use of MINRES as a regularization
method. When considering more sophisticated boundary conditions and strongly
nonsymmetric PSFs, the anti-identity preconditioner improves the performance of
GMRES. We then consider both stationary and iteration-dependent regularizing
circulant preconditioners that, applied in connection with the anti-identity
matrix and both standard and flexible Krylov subspaces, speed up the
iterations. A theoretical result about the clustering of the eigenvalues of the
preconditioned matrices is proved in a special case. The results of many
numerical experiments are reported to show the effectiveness of the new
preconditioning techniques, including when considering the deblurring of sparse
images
A preconditioned MINRES method for optimal control of wave equations and its asymptotic spectral distribution theory
In this work, we propose a novel preconditioned Krylov subspace method for
solving an optimal control problem of wave equations, after explicitly
identifying the asymptotic spectral distribution of the involved sequence of
linear coefficient matrices from the optimal control problem. Namely, we first
show that the all-at-once system stemming from the wave control problem is
associated to a structured coefficient matrix-sequence possessing an eigenvalue
distribution. Then, based on such a spectral distribution of which the symbol
is explicitly identified, we develop an ideal preconditioner and two
parallel-in-time preconditioners for the saddle point system composed of two
block Toeplitz matrices. For the ideal preconditioner, we show that the
eigenvalues of the preconditioned matrix-sequence all belong to the set
well separated from zero, leading to
mesh-independent convergence when the minimal residual method is employed. The
proposed {parallel-in-time} preconditioners can be implemented efficiently
using fast Fourier transforms or discrete sine transforms, and their
effectiveness is theoretically shown in the sense that the eigenvalues of the
preconditioned matrix-sequences are clustered around , which leads to
rapid convergence. When these parallel-in-time preconditioners are not fast
diagonalizable, we further propose modified versions which can be efficiently
inverted. Several numerical examples are reported to verify our derived
localization and spectral distribution result and to support the effectiveness
of our proposed preconditioners and the related advantages with respect to the
relevant literature
A block -circulant based preconditioned MINRES method for wave equations
In this work, we propose an absolute value block -circulant
preconditioner for the minimal residual (MINRES) method to solve an all-at-once
system arising from the discretization of wave equations. Since the original
block -circulant preconditioner shown successful by many recently is
non-Hermitian in general, it cannot be directly used as a preconditioner for
MINRES. Motivated by the absolute value block circulant preconditioner proposed
in [E. McDonald, J. Pestana, and A. Wathen. SIAM J. Sci. Comput.,
40(2):A1012-A1033, 2018], we propose an absolute value version of the block
-circulant preconditioner. Our proposed preconditioner is the first
Hermitian positive definite variant of the block -circulant
preconditioner, which fills the gap between block -circulant
preconditioning and the field of preconditioned MINRES solver. The
matrix-vector multiplication of the preconditioner can be fast implemented via
fast Fourier transforms. Theoretically, we show that for properly chosen
the MINRES solver with the proposed preconditioner has a linear
convergence rate independent of the matrix size. To the best of our knowledge,
this is the first attempt to generalize the original absolute value block
circulant preconditioner in the aspects of both theory and performance.
Numerical experiments are given to support the effectiveness of our
preconditioner, showing that the expected optimal convergence can be achieved
Preconditioners for symmetrized Toeplitz and multilevel Toeplitz matrices
When solving linear systems with nonsymmetric Toeplitz or multilevel Toeplitz matrices using Krylov subspace methods, the coefficient matrix may be symmetrized. The preconditioned MINRES method can then be applied to this symmetrized system, which allows rigorous upper bounds on the number of MINRES iterations to be obtained. However, effective preconditioners for symmetrized (multilevel) Toeplitz matrices are lacking. Here, we propose novel ideal preconditioners, and investigate the spectra of the preconditioned matrices. We show how these preconditioners can be approximated and demonstrate their effectiveness via numerical experiments
Spectral features of matrix-sequences, GLT, symbol, and application in preconditioning Krylov methods, image deblurring, and multigrid algorithms.
The final purpose of any scientific discipline can be regarded as the solution of real-world problems. With this aim, a mathematical modeling of the considered phenomenon is often compulsory. Closed-form solutions of the arising functional equations are usually not available and numerical discretization techniques are required. In this setting, the discretization of an infinite-dimensional linear equation via some linear approximation method, leads to a sequence of linear systems of increasing dimension whose coefficient matrices could inherit a structure from the continuous problem. For instance, the numerical approximation by local methods of constant or nonconstant coefficients systems of Partial Differential Equations (PDEs) over multidimensional domains, gives rise to multilevel block Toeplitz or to Generalized Locally Toeplitz (GLT) sequences, respectively. In the context of structured matrices, the convergence properties of iterative methods, like multigrid or preconditioned Krylov techniques, are strictly related to the notion of symbol, a function whose role relies in describing the asymptotical distribution of the spectrum.
This thesis can be seen as a byproduct of the combined use of powerful tools like symbol, spectral distribution, and GLT, when dealing with the numerical solution of structured linear systems. We approach such an issue both from a theoretical and practical viewpoint. On the one hand, we enlarge some known spectral distribution tools by proving the eigenvalue distribution of matrix-sequences obtained as combination of some algebraic operations on multilevel block Toeplitz matrices. On the other hand, we take advantage of the obtained results for designing efficient preconditioning techniques. Moreover, we focus on the numerical solution of structured linear systems coming from the following applications: image deblurring, fractional diffusion equations, and coupled PDEs. A spectral analysis of the arising structured sequences allows us either to study the convergence and predict the behavior of preconditioned Krylov and multigrid methods applied to the coefficient matrices, or to design effective preconditioners and multigrid solvers for the associated linear systems
Spectral features of matrix-sequences, GLT, symbol, and application in preconditioning Krylov methods, image deblurring, and multigrid algorithms.
The final purpose of any scientific discipline can be regarded as the solution of real-world problems. With this aim, a mathematical modeling of the considered phenomenon is often compulsory. Closed-form solutions of the arising functional equations are usually not available and numerical discretization techniques are required. In this setting, the discretization of an infinite-dimensional linear equation via some linear approximation method, leads to a sequence of linear systems of increasing dimension whose coefficient matrices could inherit a structure from the continuous problem. For instance, the numerical approximation by local methods of constant or nonconstant coefficients systems of Partial Differential Equations (PDEs) over multidimensional domains, gives rise to multilevel block Toeplitz or to Generalized Locally Toeplitz (GLT) sequences, respectively. In the context of structured matrices, the convergence properties of iterative methods, like multigrid or preconditioned Krylov techniques, are strictly related to the notion of symbol, a function whose role relies in describing the asymptotical distribution of the spectrum.
This thesis can be seen as a byproduct of the combined use of powerful tools like symbol, spectral distribution, and GLT, when dealing with the numerical solution of structured linear systems. We approach such an issue both from a theoretical and practical viewpoint. On the one hand, we enlarge some known spectral distribution tools by proving the eigenvalue distribution of matrix-sequences obtained as combination of some algebraic operations on multilevel block Toeplitz matrices. On the other hand, we take advantage of the obtained results for designing efficient preconditioning techniques. Moreover, we focus on the numerical solution of structured linear systems coming from the following applications: image deblurring, fractional diffusion equations, and coupled PDEs. A spectral analysis of the arising structured sequences allows us either to study the convergence and predict the behavior of preconditioned Krylov and multigrid methods applied to the coefficient matrices, or to design effective preconditioners and multigrid solvers for the associated linear systems
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