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January 2006 - The Mathworks A Multilevel Method for Ill-Posed Problems Malena I. Español Tufts University.

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Presentation on theme: "January 2006 - The Mathworks A Multilevel Method for Ill-Posed Problems Malena I. Español Tufts University."— Presentation transcript:

1 January 2006 - The Mathworks A Multilevel Method for Ill-Posed Problems Malena I. Español Tufts University

2 January 2006 - The Mathworks Outline Problem Regularization Multilevel method Implementation Future work

3 January 2006 - The Mathworks Discrete Ill-Posed problem

4 January 2006 - The Mathworks Need for regularization

5 January 2006 - The Mathworks Regularization methods

6 January 2006 - The Mathworks LSQR: Regularization method iterations relative error

7 January 2006 - The Mathworks Multilevel: Introduction

8 January 2006 - The Mathworks Downsampling (“going down”)

9 January 2006 - The Mathworks Interpolation (“going up”)

10 January 2006 - The Mathworks Basic multilevel algorithm Solve small system downsampling A and b interpolating x

11 January 2006 - The Mathworks Implementation Solve small system downsampling b interpolating function x=nm(A,b,iter) n=size(A,1); while length(b)>31 b=fwei(b); end x=lsqr(@pap,b,1e-8,iter,[],[],[],A); while length(x)<n x=interpol(x); end

12 January 2006 - The Mathworks Implementation downsampling b function z=fwei(y) n=length(y); m=floor(n/2); z=zeros(m,1); z(1:m)=.5*y(2:2:n-1) +.25*(y(1:2:n-2)+y(3:2:n));

13 January 2006 - The Mathworks Implementation downsampling b Solve small system using LSQR x=lsqr(@pap,b,1e-8,iter,[],[],[],A); function y = pap(x,A,transp_flag) n=size(A,1); m=length(x); if (nargin > 2) & strcmp(transp_flag,'transp') while length(x)>n x=interpol(x); end y=A'*x; while length(y)>m y=fwei(y); end else while length(x)>n x=interpol(x); end y=A*x; while length(y)<m y=fwei(y); end

14 January 2006 - The Mathworks Implementation downsampling b Solve small system using LSQR interpolating function z=interpol(x) n=length(x); m=2*n+1; z=zeros(m,1); z(1)=x(1)/2; z(m)=x(n)/2; z(2:2:m-1)=x(1:n); z(3:2:m-2)=.5*(x(1:n-1) +x(2:n));

15 January 2006 - The Mathworks Results

16 January 2006 - The Mathworks Future Work Fine tune parameters Find where it can be used as a preconditioner Extend to 2D, 3D


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