arXiv subjects

Marcus Carlsson

Publications and source records attributed to Marcus Carlsson.

At least 19 recordsLinked to original sources

arXiv2025

Efficient Ptychography Reconstruction using the Hessian operator

X-ray ptychography is a powerful and robust coherent imaging method providing access to the complex object and probe (illumination). Ptychography reconstruction is typically performed using first-order methods due to their computational efficiency. Higher-order methods, while potentially more accurate, are often prohibitively expensive in terms of computation. In this study, we present a mathematical framework for reconstruction using second-order information, derived from an efficient computation of the bilinear Hessian and Hessian operator. The formulation is provided for Gaussian based models, enabling the simultaneous reconstruction of the object, probe, and object positions. Synthetic data tests, along with experimental near-field ptychography data processing, demonstrate a ten-fold reduction in computation time compared to first-order methods. The derived formulas for computing the Hessians, along with the strategies for incorporating them into optimization schemes, are well-structured and easily adaptable to various ptychography problem formulations.

physics.optics↗

arXiv2025

Optimization Methods for Joint Eigendecomposition

Joint diagonalization, the process of finding a shared set of approximate eigenvectors for a collection of matrices, arises in diverse applications such as multidimensional harmonic analysis or quantum information theory. This task is typically framed as an optimization problem: minimizing a non-convex function that quantifies off-diagonal matrix elements across possible bases. In this work, we introduce a suite of efficient algorithms designed to locate local minimizers of this functional. Our methods leverage the Hessian's structure to bypass direct computation of second-order derivatives, evaluating it as either an operator or bilinear form - a strategy that remains computationally feasible even for large-scale applications. Additionally, we demonstrate that this Hessian-based information enables precise estimation of parameters, such as step-size, in first-order optimization techniques like Gradient Descent and Conjugate Gradient, and the design of second-order methods such as (Quasi-)Newton. The resulting algorithms for joint diagonalization outperform existing techniques, and we provide comprehensive numerical evidence of their superior performance.

math.OC↗

arXiv2025

The bilinear Hessian for large scale optimization

Second order information is useful in many ways in smooth optimization problems, including for the design of step size rules and descent directions, or the analysis of the local properties of the objective functional. However, the computation and storage of the Hessian matrix using second order partial derivatives is prohibitive in many contexts, and in particular in large scale problems. In this work, we propose a new framework for computing and presenting second order information in analytic form. The key novel insight is that the Hessian for a problem can be worked with efficiently by computing its bilinear form or operator form using Taylor expansions, instead of introducing a basis and then computing the Hessian matrix. Our new framework is suited for high-dimensional problems stemming e.g. from imaging applications, where computation of the Hessian matrix is unfeasible. We also show how this can be used to implement Newton's step rule, Daniel's Conjugate Gradient rule, or Quasi-Newton schemes, without explicit knowledge of the Hessian matrix, and illustrate our findings with a simple numerical experiment.

math.OC↗

arXiv2024

On joint eigen-decomposition of matrices

The problem of approximate joint diagonalization of a collection of matrices arises in a number of diverse engineering and signal processing problems. This problem is usually cast as an optimization problem, and it is the main goal of this publication to provide a theoretical study of the corresponding cost-functional. As our main result, we prove that this functional tends to infinity in the vicinity of rank-deficient matrices with probability one, thereby proving that the optimization problem is well posed. Secondly, we provide unified expressions for its higher-order derivatives in multilinear form, and explicit expressions for the gradient and the Hessian of the functional in standard form, thereby opening for new improved numerical schemes for the solution of the joint diagonalization problem. A special section is devoted to the important case of self-adjoint matrices.

math.NA↗

arXiv2024

Single-distance nano-holotomography with coded apertures

High-resolution phase-contrast 3D imaging using nano-holotomography typically requires collecting multiple tomograms at varying sample-to-detector distances, usually 3 to 4. This multi-distance approach significantly limits temporal resolution, making it impractical for operando studies. Moreover, shifting the sample complicates reconstruction, requiring precise alignment and interpolation to correct for shift-dependent magnification on the detector. In response, we propose and validate through simulations a novel single-distance approach that leverages coded apertures to structure beam illumination while the sample rotates. This approach is made possible by our proposed joint reconstruction scheme, which integrates coded phase retrieval with 3D tomography. This scheme ensures data consistency and achieves artifact-free reconstructions from a single distance.

physics.optics↗

arXiv2024

X-ray nano-holotomography reconstruction with simultaneous probe retrieval

In conventional tomographic reconstruction, the pre-processing step includes flat-field correction, where each sample projection on the detector is divided by a reference image taken without the sample. When using coherent X-rays as probe, this approach overlooks the phase component of the illumination field (probe), leading to artifacts in phase-retrieved projection images, which are then propagated to the reconstructed 3D sample representation. The problem intensifies in nano-holotomography with focusing optics, that due to various imperfections create high-frequency components in the probe function. Here, we present a new iterative reconstruction scheme for holotomography, simultaneously retrieving the complex-valued probe function. Implemented on GPUs, this algorithm results in 3D reconstruction resolving twice thinner layers in a 3D ALD standard sample measured using nano-holotomography.

eess.IV↗

arXiv2021

Relaxations for Non-Separable Cardinality/Rank Penalties

Rank and cardinality penalties are hard to handle in optimization frameworks due to non-convexity and discontinuity. Strong approximations have been a subject of intense study and numerous formulations have been proposed. Most of these can be described as separable, meaning that they apply a penalty to each element (or singular value) based on size, without considering the joint distribution. In this paper we present a class of non-separable penalties and give a recipe for computing strong relaxations suitable for optimization. In our analysis of this formulation we first give conditions that ensure that the globally optimal solution of the relaxation is the same as that of the original (unrelaxed) objective. We then show how a stationary point can be guaranteed to be unique under the RIP assumption (despite non-convexity of the framework).

math.OC↗

arXiv2019

On phase retrieval via matrix completion and the estimation of low rank PSD matrices

Given underdetermined measurements of a Positive Semi-Definite (PSD) matrix $X$ of known low rank $K$, we present a new algorithm to estimate $X$ based on recent advances in non-convex optimization schemes. We apply this in particular to the phase retrieval problem for Fourier data, which can be formulated as a rank 1 PSD matrix recovery problem. Moreover, we provide theory for how oversampling affects the stability of the lifted inverse problem.

math.OC↗

arXiv2019

An unbiased approach to low rank recovery

Low rank recovery problems have been a subject of intense study in recent years. While the rank function is useful for regularization it is difficult to optimize due to its non-convexity and discontinuity. The standard remedy for this is to exchange the rank function for the convex nuclear norm, which is known to favor low rank solutions under certain conditions. On the downside the nuclear norm exhibits a shrinking bias that can severely distort the solution in the presence of noise, which motivates the use of stronger non-convex alternatives. In this paper we study two such formulations. We characterize the critical points and give sufficient conditions for a low rank stationary point to be unique. Moreover, we derive conditions that ensure global optimality of the low rank stationary point and show that these hold under moderate noise levels.

math.OC↗

arXiv2019

Perturbation theory for Hermitian matrix-functions based on vector-fields

We consider "spectral" matrix-functions for Hermitian matrices, where the novelty is that the function applied to the spectrum is allowed to be a vector-field rather than a scalar function (a.k.a isotropic matrix functions). We prove first order approximation formulas, generalizing the classical Daleskii-Krein theorem, as well as Lipschitz estimates.

math.FA↗

arXiv2019

Perturbation theory for the spectral decomposition of Hermitian matrices

Let A and E be Hermitian self-adjoint matrices, where A is fixed and E a small perturbation. We study how the eigenvalues and eigenvectors of A+E depend on E, with the aim of obtaining first order formulas (and when possible also second order) that are explicitly computable in terms of the spectral decomposition of A and the entries in E. In particular we provide explicit Frechet type differentiability results. The findings can be seen as an extension of the Rayleigh-Schrödinger coefficients for analytic expansions of one-dimensional perturbations.

math-ph↗

arXiv2018

Bias Reduction in Compressed Sensing

Sparsity and rank functions are important ways of regularizing under-determined linear systems. Optimization of the resulting formulations is made difficult since both these penalties are non-convex and discontinuous. The most common remedy is to instead use the $\ell^1$- and nuclear-norms. While these are convex and can therefore be reliably optimized they suffer from a shrinking bias that degrades the solution quality in the presence of noise. In this paper we combine recently developed bias free non-convex alternatives with the nuclear- and $\ell^1-$penalties. This reduces bias and still enables reliable optimization properties. We develop an efficient minimization scheme using derived proximal operators and evaluate the method on several real and synthetic computer vision applications with promising results.

math.OC↗

arXiv2018

On convexification/optimization of functionals including an l2-misfit term

We provide theory for computing the lower semi-continuous convex envelope of functionals of the type f(x) plus an l2 misfit, and discuss applications to various non-convex optimization problems. The latter term is a data fit term whereas f provides structural constraints on x. By minimizing the above expression, possibly with additional constraints, we thus find a tradeoff between matching the measured data and enforcing a particular structure on x, such as sparsity or low rank. For these particular cases, the theory provides alternatives to convex relaxation techniques such as l1 -minimization (for vectors) and nuclear norm-minimization (for matrices). For functionals where the l2 misfit includes a singular matrix and where the convex envelope usually is not explicitly computable, we provide theory for how minimizers of (explicitly computable) approximations of the convex envelope relate to minimizers of the original functional. In particular, we give explicit conditions on when the two coincide.

math.OC↗

arXiv2018

On Convex Envelopes and Regularization of Non-Convex Functionals without moving Global Minima

We provide theory for the computation of convex envelopes of non-convex functionals including an l2-term, and use these to suggest a method for regularizing a more general set of problems. The applications are particularly aimed at compressed sensing and low rank recovery problems but the theory relies on results which potentially could be useful also for other types of non-convex problems. For optimization problems where the l2-term contains a singular matrix we prove that the regularizations never move the global minima. This result in turn relies on a theorem concerning the structure of convex envelopes which is interesting in its own right. It says that at any point where the convex envelope does not touch the non-convex functional we necessarily have a direction in which the convex envelope is affine.

math.OC↗

arXiv2018

Perturbation theory for the matrix square root and matrix modulus

We provide first order perturbation formulas for the matrix square root (in the positive semi-definite case) and the matrix modulus (in the general case). The results are new for singular matrices, and extend previously known Fréchet differentiability formulas provided by the Daleckii-Krein theorem.

math.FA↗

arXiv2018

Four-dimensional tomographic reconstruction by time domain decomposition

Since the beginnings of tomography, the requirement that the sample does not change during the acquisition of one tomographic rotation is unchanged. We derived and successfully implemented a tomographic reconstruction method which relaxes this decades-old requirement of static samples. In the presented method, dynamic tomographic data sets are decomposed in the temporal domain using basis functions and deploying an L1 regularization technique where the penalty factor is taken for spatial and temporal derivatives. We implemented the iterative algorithm for solving the regularization problem on modern GPU systems to demonstrate its practical use.

physics.comp-ph↗

arXiv2018

An unbiased approach to compressed sensing

In compressed sensing a sparse vector is approximately retrieved from an under-determined equation system $Ax=b$. Exact retrieval would mean solving a large combinatorial problem which is well known to be NP-hard. For $b$ of the form $Ax_0+\epsilon$ where $x_0$ and $\epsilon$ is noise, the `oracle solution' is the one you get if you a priori know the support of $x_0$, and is the best solution one could hope for. We provide a non-convex functional whose global minimum is the oracle solution, with the property that any other local minimizer necessarily has high cardinality. We provide estimates of the type $\|\hat x-x_0\|_2\leq C\|\epsilon\|_2$ with constants $C$ that are significantly lower than for competing methods or theorems, and our theory relies on soft assumptions on the matrix $A$, in comparison with standard results in the field. The framework also allows to incorporate a priori information on the cardinality of the sought vector. In this case we show that despite being non-convex, our cost functional has no spurious local minima and the global minima is again the `oracle solution', thereby providing the first method which is guaranteed to find this point for reasonable levels of noise, without resorting to combinatorial methods.

math.OC↗

arXiv2017

A Non-Convex Relaxation for Fixed-Rank Approximation

This paper considers the problem of finding a low rank matrix from observations of linear combinations of its elements. It is well known that if the problem fulfills a restricted isometry property (RIP), convex relaxations using the nuclear norm typically work well and come with theoretical performance guarantees. On the other hand these formulations suffer from a shrinking bias that can severely degrade the solution in the presence of noise. In this theoretical paper we study an alternative non-convex relaxation that in contrast to the nuclear norm does not penalize the leading singular values and thereby avoids this bias. We show that despite its non-convexity the proposed formulation will in many cases have a single local minimizer if a RIP holds. Our numerical tests show that our approach typically converges to a better solution than nuclear norm based alternatives even in cases when the RIP does not hold.

math.OC↗