NANov 27, 2010
Fast Preconditioners for Total Variation Deblurring with Anti-Reflective Boundary ConditionsZheng-Jian Bai, Marco Donatelli, Stefano Serra-Capizzano
In recent works several authors have proposed the use of precise boundary conditions (BCs) for blurring models and they proved that the resulting choice (Neumann or reflective, anti-reflective) leads to fast algorithms both for deblurring and for detecting the regularization parameters in presence of noise. When considering a symmetric point spread function, the crucial fact is that such BCs are related to fast trigonometric transforms. In this paper we combine the use of precise BCs with the Total Variation (TV) approach in order to preserve the jumps of the given signal (edges of the given image) as much as possible. We consider a classic fixed point method with a preconditioned Krylov method (usually the conjugate gradient method) for the inner iteration. Based on fast trigonometric transforms, we propose some preconditioning strategies which are suitable for reflective and anti-reflective BCs. A theoretical analysis motivates the choice of our preconditioners and an extensive numerical experimentation is reported and critically discussed. The latter shows that the TV regularization with anti-reflective BCs implies not only a reduced analytical error, but also a lower computational cost of the whole restoration procedure over the other BCs.
NANov 21, 2018
A Structure-Preserving One-Sided Jacobi Method for Computing the SVD of a Quaternion MatrixRu-Ru Ma, Zheng-Jian Bai
In this paper, we provide a structure-preserving one-sided cyclic Jacobi method for computing the singular value decomposition of a quaternion matrix. In this method, the columns of the quaternion matrix are orthogonalized in pairs by using a sequence of orthogonal JRS-symplectic Jacobi matrices to its real counterpart. The quadratic convergence is also established under some mild conditions. Numerical tests are reported to illustrate the efficiency of the proposed method.
NAMar 5, 2018
Perturbation Analysis of An Eigenvector-Dependent Nonlinear Eigenvalue Problem With Applications?Yunfeng Cai, Zhigang Jia, Zheng-Jian Bai
The eigenvector-dependent nonlinear eigenvalue problem (NEPv) $A(P)V=VΛ$, where the columns of $V\in\mathbb{C}^{n\times k}$ are orthonormal, $P=VV^{\mathrm{H}}$, $A(P)$ is Hermitian, and $Λ=V^{\mathrm{H}}A(P)V$, arises in many important applications, such as the discretized Kohn-Sham equation in electronic structure calculations and the trace ratio problem in linear discriminant analysis. In this paper, we perform a perturbation analysis for the NEPv, which gives upper bounds for the distance between the solution to the original NEPv and the solution to the perturbed NEPv. A condition number for the NEPv is introduced, which reveals the factors that affect the sensitivity of the solution. Furthermore, two computable error bounds are given for the NEPv, which can be used to measure the quality of an approximate solution. The theoretical results are validated by numerical experiments for the Kohn-Sham equation and the trace ratio optimization.
NAJun 17, 2018
A Preconditioned Riemannian Gauss-Newton Method for Least Squares Inverse Eigenvalue ProblemsTeng-Teng Yao, Zheng-Jian Bai, Xiao-Qing Jin et al.
This paper is concerned with the least squares inverse eigenvalue problem of reconstructing a linear parameterized real symmetric matrix from the prescribed partial eigenvalues in the sense of least squares, which was originally proposed by Chen and Chu [SIAM J. Numer. Anal., 33 (1996), pp. 2417--2430]. We provide a Riemannian inexact Gausss-Newton method for solving the least squares inverse eigenvalue problem. The global and local convergence analysis of the proposed method is discussed. Also, a preconditioned conjugate gradient method with an efficient preconditioner is proposed for solving the Riemannian Gauss-Newton equation. Finally, some numerical tests, including an application in the inverse Sturm-Liouville problem, are reported to illustrate the efficiency of the proposed method.
NAJun 12, 2017
A Riemannian Inexact Newton-CG Method for Nonnegative Inverse Eigenvalue Problems: Nonsymmetric CaseZhi Zhao, Zheng-Jian Bai, Xiao-Qing Jin
This paper is concerned with the nonnegative inverse eigenvalue problem of finding a nonnegative matrix such that its spectrum is the prescribed self-conjugate set of complex numbers. We first reformulate the nonnegative inverse eigenvalue problem as an under-determined constrained nonlinear matrix equation over several matrix manifolds. Then we propose a Riemannian inexact Newton-CG method for solving the nonlinear matrix equation. The global and quadratic convergence of the proposed method is established under some mild conditions. We also extend the proposed method to the case of prescribed entries. Finally, numerical experiments are reported to illustrate the efficiency of the proposed method.