Speaker: James Nagy
Affiliation: Department of Mathematics, Emory University
Time: Friday, 12 April 2019, h. 11:00
Place: Aula Mancini, SNS
Title: MATLAB Tools for Large-Scale Linear Inverse Problems
Inverse problems arise in a variety of applications: image processing,
finance, mathematical biology, and more. Mathematical models for these
applications may involve integral equations, partial differential
equations, and dynamical systems, and solution schemes are formulated by
applying algorithms that incorporate regularization techniques and/or
statistical approaches. In most cases these solutions schemes involve
the need to solve a large-scale ill-conditioned linear system that is
corrupted by noise and other errors. In this talk we describe and
demonstrate capabilities of a new MATLAB software package that consists
of state-of-the-art iterative methods for solving such systems, which
includes approaches that can automatically estimate regularization
parameters, stopping iterations, etc., making them very simple to use.
Thus, the package allows users to easily incorporate into their own
applications (or simply experiment with) different iterative methods and
regularization strategies with very little programming effort. On the
other hand, sophisticated users can also easily access various options
to tune the algorithms for certain applications. Moreover, the package
includes several test problems and examples to illustrate how the
iterative methods can be used on a variety of large-scale inverse problems.
The talk will begin with a brief introduction to inverse problems,
discuss considerations that are needed to compute an approximate
solution, and describe some details about new efficient hybrid Krylov
subspace methods that are implemented in our package. These methods can
guide users in automatically choosing regularization parameters, and can
be used to enforce various regularization schemes, such as sparsity. We
will use imaging examples that arise in medicine and astronomy to
illustrate the performance of the methods.
This is joint work with Silvia Gazzola (University of Bath) and
Per Christian Hansen (Technical University of Denmark).