论文标题

线性方程式损坏系统的基于分位数的迭代方法

Quantile-based Iterative Methods for Corrupted Systems of Linear Equations

论文作者

Haddock, Jamie, Needell, Deanna, Rebrova, Elizaveta, Swartworth, William

论文摘要

通常,在从医学成像和传感器网络到错误校正和数据科学(及以后)的应用程序中,需要解决大规模的线性系统,其中测量的一部分已损坏。我们考虑求解线性方程式的如此大规模的系统$ \ mathbf {a} \ mathbf {x} = \ mathbf {b} $由于测量向量$ \ mathbf {b} $中的损坏而导致的不一致。我们开发了几种迭代方法的变体,这些变体即使在存在大型腐败的情况下,它们也会融合到不腐败的方程式系统的解决方案。这些方法在确定迭代更新时利用残差向量的绝对值的分位数。我们提出了理论和经验结果,证明了这些迭代方法的希望。

Often in applications ranging from medical imaging and sensor networks to error correction and data science (and beyond), one needs to solve large-scale linear systems in which a fraction of the measurements have been corrupted. We consider solving such large-scale systems of linear equations $\mathbf{A}\mathbf{x}=\mathbf{b}$ that are inconsistent due to corruptions in the measurement vector $\mathbf{b}$. We develop several variants of iterative methods that converge to the solution of the uncorrupted system of equations, even in the presence of large corruptions. These methods make use of a quantile of the absolute values of the residual vector in determining the iterate update. We present both theoretical and empirical results that demonstrate the promise of these iterative approaches.

扫码加入交流群

加入微信交流群

微信交流群二维码

扫码加入学术交流群,获取更多资源