1,024 research outputs found

    Robust Dropping Criteria for F-norm Minimization Based Sparse Approximate Inverse Preconditioning

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    Dropping tolerance criteria play a central role in Sparse Approximate Inverse preconditioning. Such criteria have received, however, little attention and have been treated heuristically in the following manner: If the size of an entry is below some empirically small positive quantity, then it is set to zero. The meaning of "small" is vague and has not been considered rigorously. It has not been clear how dropping tolerances affect the quality and effectiveness of a preconditioner MM. In this paper, we focus on the adaptive Power Sparse Approximate Inverse algorithm and establish a mathematical theory on robust selection criteria for dropping tolerances. Using the theory, we derive an adaptive dropping criterion that is used to drop entries of small magnitude dynamically during the setup process of MM. The proposed criterion enables us to make MM both as sparse as possible as well as to be of comparable quality to the potentially denser matrix which is obtained without dropping. As a byproduct, the theory applies to static F-norm minimization based preconditioning procedures, and a similar dropping criterion is given that can be used to sparsify a matrix after it has been computed by a static sparse approximate inverse procedure. In contrast to the adaptive procedure, dropping in the static procedure does not reduce the setup time of the matrix but makes the application of the sparser MM for Krylov iterations cheaper. Numerical experiments reported confirm the theory and illustrate the robustness and effectiveness of the dropping criteria.Comment: 27 pages, 2 figure

    Fast minimum variance wavefront reconstruction for extremely large telescopes

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    We present a new algorithm, FRiM (FRactal Iterative Method), aiming at the reconstruction of the optical wavefront from measurements provided by a wavefront sensor. As our application is adaptive optics on extremely large telescopes, our algorithm was designed with speed and best quality in mind. The latter is achieved thanks to a regularization which enforces prior statistics. To solve the regularized problem, we use the conjugate gradient method which takes advantage of the sparsity of the wavefront sensor model matrix and avoids the storage and inversion of a huge matrix. The prior covariance matrix is however non-sparse and we derive a fractal approximation to the Karhunen-Loeve basis thanks to which the regularization by Kolmogorov statistics can be computed in O(N) operations, N being the number of phase samples to estimate. Finally, we propose an effective preconditioning which also scales as O(N) and yields the solution in 5-10 conjugate gradient iterations for any N. The resulting algorithm is therefore O(N). As an example, for a 128 x 128 Shack-Hartmann wavefront sensor, FRiM appears to be more than 100 times faster than the classical vector-matrix multiplication method.Comment: to appear in the Journal of the Optical Society of America
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