A preconditioner for least-squares distributed parameter estimation

DOI10.1515/JIIP.2001.9.2.189MaRDI QIDQ2744628zbMATH OpenOpenAlexFDO

Authors J. G. Wade

Publication date 25 January 2003

Published in Journal of Inverse and Ill-Posed Problems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/jiip.2001.9.2.189

zbMATH Keywords

algorithmconjugate gradient methodinverse problemsleast-squaresnumerical examplesparameter estimationpreconditioningregularizationspectral condition numberTikhonov stabilization method

Mathematics Subject Classification ID

Initial value problems for second-order parabolic equations (35K15) Inverse problems for PDEs (35R30) Ill-posedness and regularization problems in numerical linear algebra (65F22) Numerical computation of matrix norms, conditioning, scaling (65F35) Numerical methods for inverse problems for initial value and initial-boundary value problems involving PDEs (65M32)

Review text

A preconditioner for a system of linear equations \(( {G + \alpha A})q = b\) with a large dimensional, symmetric, dense and ill-conditioned matrix \(G\) and invertible \(A\) is developed. Such systems arise in connection with inverse problems for partial differential equations (PDEs) which are solved by the Tikhonov stabilization method. The matrix \(A\) differs from the unit one when a stabilizing functional is the total variation of \(q\). The suggested preconditioner is \(B = ( {H + \alpha A})^{ - 1}\) where \(H\) is a low-rank approximation of \textit{G} created from the information accumulated during the auxiliary course of the preconditioned conjugate gradient (PCG) iterations with \(B = A^{-1}\). NEWLINENEWLINENEWLINEAfter several iterations of the PCG a sequence of \(M\) pairs of vectors \(( {s_{j} ,y_{j}})\) related by \(y_{j} = Gs_{j} \) is generated. This sequence defines matrices \(S = [ {s_{1} ,\dots ,s_{M}} ]\), \(Y = [ {y_{1} ,\dots ,y_{M}} ]\), \(H = Y( {Y^{T}S})^{ - 1}Y^{T}\). It is shown that the matrix \(H\) with rank equal to \(M\), is an approximation of \(G\). An upper estimation of the spectral condition number of \(B( {G + \alpha A})\) as well as an effective algorithm for the calculation of \(H\) is presented. Theoretical results are demonstrated on a numerical example for a parabolic PDE (coefficient inverse problem).

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Cited in

(7)

• Iterative pre-conditioning for expediting the distributed gradient-descent method: the case of linear least-squares problem
• Preconditioned all-at-once methods for large, sparse parameter estimation problems
• Interpolation of inverse operators for preconditioning parameter-dependent equations
• Efficient preconditioners for optimality systems arising in connection with inverse problems
• A block-preconditioner for a special regularized least-squares problem
• Sparse Matrix Computations Arising in Distributed Parameter Identification
• scientific article; zbMATH DE number 804725 (Why is no real title available?)

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