Randomized Extended Kaczmarz for Solving Least-Squares

We present a randomized iterative algorithm that exponentially converges in expectation to the minimum Euclidean norm least squares solution of a given linear system of equations. The expected number of arithmetic operations required to obtain an estimate of given accuracy is proportional to the square condition number of the system multiplied by the number of non-zeros entries of the input matrix. The proposed algorithm is an extension of the randomized Kaczmarz method that was analyzed by Strohmer and Vershynin.Comment: 19 Pages, 5 figures; code is available at https://github.com/zouzias/RE

Sparse Randomized Kaczmarz for Support Recovery of Jointly Sparse Corrupted Multiple Measurement Vectors

While single measurement vector (SMV) models have been widely studied in signal processing, there is a surging interest in addressing the multiple measurement vectors (MMV) problem. In the MMV setting, more than one measurement vector is available and the multiple signals to be recovered share some commonalities such as a common support. Applications in which MMV is a naturally occurring phenomenon include online streaming, medical imaging, and video recovery. This work presents a stochastic iterative algorithm for the support recovery of jointly sparse corrupted MMV. We present a variant of the Sparse Randomized Kaczmarz algorithm for corrupted MMV and compare our proposed method with an existing Kaczmarz type algorithm for MMV problems. We also showcase the usefulness of our approach in the online (streaming) setting and provide empirical evidence that suggests the robustness of the proposed method to the distribution of the corruption and the number of corruptions occurring.Comment: 13 pages, 6 figure

Preasymptotic Convergence of Randomized Kaczmarz Method

Kaczmarz method is one popular iterative method for solving inverse problems, especially in computed tomography. Recently, it was established that a randomized version of the method enjoys an exponential convergence for well-posed problems, and the convergence rate is determined by a variant of the condition number. In this work, we analyze the preasymptotic convergence behavior of the randomized Kaczmarz method, and show that the low-frequency error (with respect to the right singular vectors) decays faster during first iterations than the high-frequency error. Under the assumption that the inverse solution is smooth (e.g., sourcewise representation), the result explains the fast empirical convergence behavior, thereby shedding new insights into the excellent performance of the randomized Kaczmarz method in practice. Further, we propose a simple strategy to stabilize the asymptotic convergence of the iteration by means of variance reduction. We provide extensive numerical experiments to confirm the analysis and to elucidate the behavior of the algorithms.Comment: 20 page

Real-time Image Generation for Compressive Light Field Displays

With the invention of integral imaging and parallax barriers in the beginning of the 20th century, glasses-free 3D displays have become feasible. Only today—more than a century later—glasses-free 3D displays are finally emerging in the consumer market. The technologies being employed in current-generation devices, however, are fundamentally the same as what was invented 100 years ago. With rapid advances in optical fabrication, digital processing power, and computational perception, a new generation of display technology is emerging: compressive displays exploring the co-design of optical elements and computational processing while taking particular characteristics of the human visual system into account. In this paper, we discuss real-time implementation strategies for emerging compressive light field displays. We consider displays composed of multiple stacked layers of light-attenuating or polarization-rotating layers, such as LCDs. The involved image generation requires iterative tomographic image synthesis. We demonstrate that, for the case of light field display, computed tomographic light field synthesis maps well to operations included in the standard graphics pipeline, facilitating efficient GPU-based implementations with real-time framerates.United States. Defense Advanced Research Projects Agency. Soldier Centric Imaging via Computational CamerasNational Science Foundation (U.S.) (Grant IIS-1116452)United States. Defense Advanced Research Projects Agency. Maximally scalable Optical Sensor Array Imaging with Computation ProgramAlfred P. Sloan Foundation (Research Fellowship)United States. Defense Advanced Research Projects Agency (Young Faculty Award

Unraveling Nanostructured Spin Textures in Bulk Magnets

One of the key challenges in magnetism remains the determination of the nanoscopic magnetization profile within the volume of thick samples, such as permanent ferromagnets. Thanks to the large penetration depth of neutrons, magnetic small-angle neutron scattering (SANS) is a powerful technique to characterize bulk samples. The major challenge regarding magnetic SANS is accessing the real-space magnetization vector field from the reciprocal scattering data. In this letter, a fast iterative algorithm is introduced that allows one to extract the underlying two-dimensional magnetic correlation functions from the scattering patterns. This approach is used here to analyze the magnetic microstructure of Nanoperm, a nanocrystalline alloy which is widely used in power electronics due to its extraordinary soft magnetic properties. It can be shown that the computed correlation functions clearly reflect the projection of the three-dimensional magnetization vector field onto the detector plane, which demonstrates that the used methodology can be applied to probe directly spin-textures within bulk samples with nanometer-resolution.Comment: 9 pages, 3 figure

Randomized Kaczmarz solver for noisy linear systems

The Kaczmarz method is an iterative algorithm for solving systems of linear equations Ax=b. Theoretical convergence rates for this algorithm were largely unknown until recently when work was done on a randomized version of the algorithm. It was proved that for overdetermined systems, the randomized Kaczmarz method converges with expected exponential rate, independent of the number of equations in the system. Here we analyze the case where the system Ax=b is corrupted by noise, so we consider the system where Ax is approximately b + r where r is an arbitrary error vector. We prove that in this noisy version, the randomized method reaches an error threshold dependent on the matrix A with the same rate as in the error-free case. We provide examples showing our results are sharp in the general context

Binary Tomography Reconstruction by Particle Aggregation

This paper presents a novel reconstruction algorithm for bi- nary tomography based on the movement of particles. Particle Aggregate Reconstruction Technique (PART) supposes that pixel values are particles, and that the particles can diffuse through the image, sticking together in regions of uniform pixel value known as aggregates. The algorithm is tested on four phantoms of varying sizes and numbers of forward projections and compared to a random search algorithm and to SART, a standard algebraic reconstruction method. PART, in this small study, is shown to be capable of zero error reconstruction and compares favourably with SART and random search

Reduced projection angles for binary tomography with particle aggregation

This paper extends particle aggregate reconstruction technique (PART), a reconstruction algorithm for binary tomography based on the movement of particles. PART supposes that pixel values are particles, and that particles diffuse through the image, staying together in regions of uniform pixel value known as aggregates. In this work, a variation of this algorithm is proposed and a focus is placed on reducing the number of projections and whether this impacts the reconstruction of images. The algorithm is tested on three phantoms of varying sizes and numbers of forward projections and compared to filtered back projection, a random search algorithm and to SART, a standard algebraic reconstruction method. It is shown that the proposed algorithm outperforms the aforementioned algorithms on small numbers of projections. This potentially makes the algorithm attractive in scenarios where collecting less projection data are inevitable