Insights and Algorithms for Ill-Posed Problems
Prof. Lothar Reichel and Prof. Laura Dykes
Kent State University, USA
Abstract
The aim of this course is to introduce Master’s and Ph.D. students to linear ill-posed problems. Their properties and applications will be discussed. The focus of the lectures will be on solution methods for linear discrete ill-posed problems and on the numerical linear algebra required for the solution of these problems.
While there are no prerequisites, a basic knowledge of numerical linear algebra, least squares, LU, QR and SVD factorizations, and Matlab programming will be helpful for successfully following the lessons.
Outline
- Linear discrete ill-posed problems: Definition, properties, applications
- Solution methods for small to moderately sized problems: Regularization, Tikhonov regularization, the singular value decomposition, the generalized singular value decomposition, choice of regularization matrix.
- Solution methods for large problems: Iterative methods based on the Lanczos process, the Arnoldi process, and Golub-Kahan bidiagonalization. Regularization by Tikhonov’s method and truncated iteration. Iterative methods for general regularization matrices.
- lp-lq minimization for image restoration.
Schedule
- Monday September 29, 15-18, room B
- Thursday October 2, 15-18, room 2
- Friday October 3, 15-18, room 2
- Monday October 6, 15-18, room B
The first four lectures will be broadcast on Microsoft Teams for students who cannot attend in person.
The final two lectures, each lasting two hours, will be delivered on Teams after the instructors return to their offices. The schedule will be released during the lectures.
Anyone interested in participating in the course should contact the organizers, Alessandro Buccini and Giuseppe Rodriguez.
Exam
TBA
Acknowledgements
The course is partially supported by the INdAM Visiting Professors Program.