arXiv subjects

Zhongxiao Jia

Publications and source records attributed to Zhongxiao Jia.

At least 37 records · Page 2Linked to original sources

arXiv2021

The joint bidiagonalization process with partial reorthogonalization

The joint bidiagonalization(JBD) process is a useful algorithm for the computation of the generalized singular value decomposition(GSVD) of a matrix pair. However, it always suffers from rounding errors, which causes the Lanczos vectors to loss their mutual orthogonality. In order to maintain some level of orthongonality, we present a semiorthogonalization strategy. Our rounding error analysis shows that the JBD process with the semiorthogonalization strategy can ensure that the convergence of the computed quantities is not affected by rounding errors and the final accuracy is high enough. Based on the semiorthogonalization strategy, we develop the joint bidiagonalization process with partial reorthogonalization(JBDPRO). In the JBDPRO algorithm, reorthogonalizations occur only when necessary, which saves a big amount of reorthogonalization work compared with the full reorthogonalization strategy. Numerical experiments illustrate our theory and algorithm.

math.NA↗

arXiv2020

The Krylov Subspaces, Low Rank Approximations and Ritz Values of LSQR for Linear Discrete Ill-Posed Problems: the Multiple Singular Value Case

For the large-scale linear discrete ill-posed problem $\min\|Ax-b\|$ or $Ax=b$ with $b$ contaminated by white noise, the Golub-Kahan bidiagonalization based LSQR method and its mathematically equivalent CGLS, the Conjugate Gradient (CG) method applied to $A^TAx=A^Tb$, are most commonly used. They have intrinsic regularizing effects, where the iteration number $k$ plays the role of regularization parameter. The long-standing fundamental question is: {\em Can LSQR and CGLS find 2-norm filtering best possible regularized solutions}? The author has given definitive answers to this question for severely and moderately ill-posed problems when the singular values of $A$ are simple. This paper extends the results to the multiple singular value case, and studies the approximation accuracy of Krylov subspaces, the quality of low rank approximations generated by Golub-Kahan bidiagonalization and the convergence properties of Ritz values. For the two kinds of problems, we prove that LSQR finds 2-norm filtering best possible regularized solutions at semi-convergence. Particularly, we consider some important and untouched issues on best, near best and general rank $k$ approximations to $A$ for the ill-posed problems with the singular values $σ_k=\mathcal{O}(k^{-α})$ with $α>0$, and the relationships between them and their nonzero singular values. Numerical experiments confirm our theory. The results on general rank $k$ approximations and the properties of their nonzero singular values apply to several Krylov solvers, including LSQR, CGME, MINRES, MR-II, GMRES and RRGMRES.

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arXiv2020

On choices of formulations of computing the generalized singular value decomposition of a large matrix pair

For the computation of the generalized singular value decomposition (GSVD) of a large matrix pair $(A,B)$ of full column rank, the GSVD is commonly formulated as two mathematically equivalent generalized eigenvalue problems, so that a generalized eigensolver can be applied to one of them and the desired GSVD components are then recovered from the computed generalized eigenpairs. Our concern in this paper is, in finite precision arithmetic, which generalized eigenvalue formulation is numerically preferable to compute the desired GSVD components more accurately. We make a detailed perturbation analysis on the two formulations and show how to make a suitable choice between them. Numerical experiments illustrate the results obtained.

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arXiv2019

The convergence of the Generalized Lanczos Trust-Region Method for the Trust-Region Subproblem

Solving the trust-region subproblem (TRS) plays a key role in numerical optimization and many other applications. The generalized Lanczos trust-region (GLTR) method is a well-known Lanczos type approach for solving a large-scale TRS. The method projects the original large-scale TRS onto a $k$ dimensional Krylov subspace, whose orthonormal basis is generated by the symmetric Lanczos process, and computes an approximate solution from the underlying subspace. There have been some a-priori error bounds for the optimal solution and the optimal objective value in the literature, but no a-priori result exists on the convergence of Lagrangian multipliers involved in projected TRS's and the residual norm of approximate solution. In this paper, a general convergence theory of the GLTR method is established, and a-priori bounds are derived for the errors of the optimal Lagrangian multiplier, the optimal solution, the optimal objective value and the residual norm of approximate solution. Numerical experiments demonstrate that our bounds are realistic and predict the convergence rates of the three errors and residual norms accurately.

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arXiv2019

Regularization Properties of the Krylov Iterative Solvers CGME and LSMR For Linear Discrete Ill-Posed Problems with an Application to Truncated Randomized SVDs

For the large-scale linear discrete ill-posed problem $\min\|Ax-b\|$ or $Ax=b$ with $b$ contaminated by Gaussian white noise, there are four commonly used Krylov solvers: LSQR and its mathematically equivalent CGLS, the Conjugate Gradient (CG) method applied to $A^TAx=A^Tb$, CGME, the CG method applied to $\min\|AA^Ty-b\|$ or $AA^Ty=b$ with $x=A^Ty$, and LSMR, the minimal residual (MINRES) method applied to $A^TAx=A^Tb$. These methods have intrinsic regularizing effects, where the number $k$ of iterations plays the role of the regularization parameter. In this paper, we establish a number of regularization properties of CGME and LSMR, including the filtered SVD expansion of CGME iterates, and prove that the 2-norm filtering best regularized solutions by CGME and LSMR are less accurate than and at least as accurate as those by LSQR, respectively. We also prove that the semi-convergence of CGME and LSMR always occurs no later and sooner than that of LSQR, respectively. As a byproduct, using the analysis approach for CGME, we improve a fundamental result on the accuracy of the truncated rank $k$ approximate SVD of $A$ generated by randomized algorithms, and reveal how the truncation step damages the accuracy. Numerical experiments justify our results on CGME and LSMR.

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arXiv2019

Approximation Accuracy of the Krylov Subspaces for Linear Discrete Ill-Posed Problems

For the large-scale linear discrete ill-posed problem $\min\|Ax-b\|$ or $Ax=b$ with $b$ contaminated by Gaussian white noise, the Lanczos bidiagonalization based Krylov solver LSQR and its mathematically equivalent CGLS, the Conjugate Gradient (CG) method implicitly applied to $A^TAx=A^Tb$, are most commonly used, and CGME, the CG method applied to $\min\|AA^Ty-b\|$ or $AA^Ty=b$ with $x=A^Ty$, and LSMR, which is equivalent to the minimal residual (MINRES) method applied to $A^TAx=A^Tb$, have also been choices. These methods exhibit typical semi-convergence feature, and the iteration number $k$ plays the role of the regularization parameter. However, there has been no definitive answer to the long-standing fundamental question: {\em Can LSQR and CGLS find 2-norm filtering best possible regularized solutions}? The same question is for CGME and LSMR too. At iteration $k$, LSQR, CGME and LSMR compute {\em different} iterates from the {\em same} $k$ dimensional Krylov subspace. A first and fundamental step towards to answering the above question is to {\em accurately} estimate the accuracy of the underlying $k$ dimensional Krylov subspace approximating the $k$ dimensional dominant right singular subspace of $A$. Assuming that the singular values of $A$ are simple, we present a general $\sinΘ$ theorem for the 2-norm distances between these two subspaces and derive accurate estimates on them for severely, moderately and mildly ill-posed problems. We also establish some relationships between the smallest Ritz values and these distances. Numerical experiments justify the sharpness of our results.

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arXiv2019

The Low Rank Approximations and Ritz Values in LSQR For Linear Discrete Ill-Posed Problems

LSQR and its mathematically equivalent CGLS have been popularly used over the decades for large-scale linear discrete ill-posed problems, where the iteration number $k$ plays the role of the regularization parameter. It has been long known that if the Ritz values in LSQR converge to the large singular values of $A$ in natural order until its semi-convergence then LSQR must have the same the regularization ability as the truncated singular value decomposition (TSVD) method and can compute a 2-norm filtering best possible regularized solution. However, hitherto there has been no definitive rigorous result on the approximation behavior of the Ritz values in the context of ill-posed problems. In this paper, for severely, moderately and mildly ill-posed problems, we give accurate solutions of the two closely related fundamental and highly challenging problems on the regularization of LSQR: (i) How accurate are the low rank approximations generated by Lanczos bidiagonalization? (ii) Whether or not the Ritz values involved in LSQR approximate the large singular values of $A$ in natural order? We also show how to judge the accuracy of low rank approximations reliably during computation without extra cost. Numerical experiments confirm our results.

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arXiv2018

A Joint Bidiagonalization Based Algorithm for Large Scale Linear Discrete Ill-posed Problems in General-Form Regularization

Based on the joint bidiagonalization process of a large matrix pair $\{A,L\}$, we propose and develop an iterative regularization algorithm for the large scale linear discrete ill-posed problems in general-form regularization: $\min\|Lx\| \ \mbox{\rm subject to} \ x\in\mathcal{S} = \{x|\ \|Ax-b\|\leq τ\|e\|\}$ with a Gaussian white noise $e$ and $τ>1$ slightly, where $L$ is a regularization matrix. Our algorithm is different from the hybrid one proposed by Kilmer {\em et al.}, which is based on the same process but solves the general-form Tikhonov regularization problem: $\min_x\left\{\|Ax-b\|^2+λ^2\|Lx\|^2\right\}$. We prove that the iterates take the form of attractive filtered generalized singular value decomposition (GSVD) expansions, where the filters are given explicitly. This result and the analysis on it show that the method must have the desired semi-convergence property and get insight into the regularizing effects of the method. We use the L-curve criterion or the discrepancy principle to determine $k^*$. The algorithm is simple and effective, and numerical experiments illustrate that it often computes more accurate regularized solutions than the hybrid one.

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arXiv2018

On inner iterations of Jacobi-Davidson type methods for large SVD computations

We make a convergence analysis of the harmonic and refined harmonic extraction versions of Jacobi-Davidson SVD (JDSVD) type methods for computing one or more interior singular triplets of a large matrix $A$. At each outer iteration of these methods, a correction equation, i.e., inner linear system, is solved approximately by using iterative methods, which leads to two inexact JDSVD type methods, as opposed to the exact methods where correction equations are solved exactly. Accuracy of inner iterations critically affects the convergence and overall efficiency of the inexact JDSVD methods. A central problem is how accurately the correction equations should be solved so as to ensure that both of the inexact JDSVD methods can mimic their exact counterparts well, that is, they use almost the same outer iterations to achieve the convergence. In this paper, similar to the available results on the JD type methods for large matrix eigenvalue problems, we prove that each inexact JDSVD method behaves like its exact counterpart if all the correction equations are solved with $low\ or\ modest$ accuracy during outer iterations. Based on the theory, we propose practical stopping criteria for inner iterations. Numerical experiments confirm our theory and the effectiveness of the inexact algorithms.

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arXiv2018

Modified Truncated Randomized Singular Value Decomposition (MTRSVD) Algorithms for Large Scale Discrete Ill-posed Problems with General-Form Regularization

In this paper, we propose new randomization based algorithms for large scale linear discrete ill-posed problems with general-form regularization: ${\min} \|Lx\|$ subject to ${\min} \|Ax - b\|$, where $L$ is a regularization matrix. Our algorithms are inspired by the modified truncated singular value decomposition (MTSVD) method, which suits only for small to medium scale problems, and randomized SVD (RSVD) algorithms that generate good low rank approximations to $A$. We use rank-$k$ truncated randomized SVD (TRSVD) approximations to $A$ by truncating the rank-$(k+q)$ RSVD approximations to $A$, where $q$ is an oversampling parameter. The resulting algorithms are called modified TRSVD (MTRSVD) methods. At every step, we use the LSQR algorithm to solve the resulting inner least squares problem, which is proved to become better conditioned as $k$ increases so that LSQR converges faster. We present sharp bounds for the approximation accuracy of the RSVDs and TRSVDs for severely, moderately and mildly ill-posed problems, and substantially improve a known basic bound for TRSVD approximations. We prove how to choose the stopping tolerance for LSQR in order to guarantee that the computed and exact best regularized solutions have the same accuracy. Numerical experiments illustrate that the best regularized solutions by MTRSVD are as accurate as the ones by the truncated generalized singular value decomposition (TGSVD) algorithm, and at least as accurate as those by some existing truncated randomized generalized singular value decomposition (TRGSVD) algorithms.

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arXiv2017

A Transformation Approach that Makes SPAI, PSAI and RSAI Procedures Efficient for Large Double Irregular Nonsymmetric Sparse Linear Systems

A sparse matrix is called double irregular sparse if it has at least one relatively dense column and row, and it is double regular sparse if all the columns and rows of it are sparse. The sparse approximate inverse preconditioning procedures SPAI, PSAI($tol$) and RSAI($tol$) are costly and even impractical to construct preconditioners for a large sparse nonsymmetric linear system with the coefficient matrix being double irregular sparse, but they are efficient for double regular sparse problems. Double irregular sparse linear systems have a wide range of applications, and 4.4\% of the nonsymmetric matrices in the Florida University collection are double irregular sparse. For this class of problems, we propose a transformation approach, which consists of four steps: (i) transform a given double irregular sparse problem into a small number of double regular sparse ones with the same coefficient matrix $\hat{A}$, (ii) use SPAI, PSAI($tol$) and RSAI($tol$) to construct sparse approximate inverses $M$ of $\hat{A}$, (iii) solve the preconditioned double regular sparse linear systems by Krylov solvers, and (iv) recover an approximate solution of the original problem with a prescribed accuracy from those of the double regular sparse ones. A number of theoretical and practical issues are considered on the transformation approach. Numerical experiments on a number of real-world problems confirm the very sharp superiority of the transformation approach to the standard approach that preconditions the original double irregular sparse problem by SPAI, PSAI($tol$) or RSAI($tol$) and solves the resulting preconditioned system by Krylov solvers.

math.NA↗

arXiv2017

The regularization theory of the Krylov iterative solvers LSQR and CGLS for linear discrete ill-posed problems, part I: the simple singular value case

For the large-scale linear discrete ill-posed problem $\min\|Ax-b\|$ or $Ax=b$ with $b$ contaminated by a white noise, the Lanczos bidiagonalization based LSQR method and its mathematically equivalent Conjugate Gradient (CG) method for $A^TAx=A^Tb$ are most commonly used. They have intrinsic regularizing effects, where the number $k$ of iterations plays the role of regularization parameter. However, there has been no answer to the long-standing fundamental concern by Björck and Eldén in 1979: for which kinds of problems LSQR and CGLS can find best possible regularized solutions? Here a best possible regularized solution means that it is at least as accurate as the best regularized solution obtained by the truncated singular value decomposition (TSVD) method or standard-form Tikhonov regularization. In this paper, assuming that the singular values of $A$ are simple, we analyze the regularization of LSQR for severely, moderately and mildly ill-posed problems. We establish accurate estimates for the 2-norm distance between the underlying $k$-dimensional Krylov subspace and the $k$-dimensional dominant right singular subspace of $A$. For the first two kinds of problems, we then prove that LSQR finds a best possible regularized solution at semi-convergence occurring at iteration $k_0$ and that, for $k=1,2,\ldots,k_0$, (i) the $k$-step Lanczos bidiagonalization always generates a near best rank $k$ approximation to $A$; (ii) the $k$ Ritz values always approximate the first $k$ large singular values in natural order; (iii) the $k$-step LSQR always captures the $k$ dominant SVD components of $A$. For the third kind of problem, we prove that LSQR generally cannot find a best possible regularized solution. Numerical experiments confirm our theory.

math.NA↗

arXiv2016

The Regularization Theory of the Krylov Iterative Solvers LSQR, CGLS, LSMR and CGME For Linear Discrete Ill-Posed Problems

For the large-scale linear discrete ill-posed problem $\min\|Ax-b\|$ or $Ax=b$ with $b$ contaminated by a white noise, Lanczos bidiagonalization based LSQR and its mathematically equivalent CGLS are most commonly used. They have intrinsic regularizing effects, where the number $k$ of iterations plays the role of regularization parameter. However, hitherto there has been no answer to the long-standing fundamental concern of Björck and Eldén in 1979: {\em for which kinds of problems LSQR and CGLS can find best possible regularized solutions}? Here a best possible regularized solution means that it is at least as accurate as the best regularized solution obtained by the truncated singular value decomposition (TSVD) method or by standard-form Tikhonov regularization and cannot be improved under certain conditions. In this paper we make a detailed analysis on the regularization of LSQR for severely, moderately and mildly ill-posed problems. For the first two kinds of problems, we prove that LSQR finds best possible solutions at semi-convergence and the following results hold until semi-convergence: (i) the $k$-step Lanczos bidiagonalization always generates a near best rank $k$ approximation to $A$; (ii) the $k$ Ritz values always approximate the first $k$ large singular values of $A$ in natural order; (iii) the $k$-step LSQR always captures the $k$ dominant SVD components of $A$; (iv) the diagonals and subdiagonals of the bidiagonal matrices generated by Lanczos bidiagonalization decay as fast as the singular values of $A$. However, for the third kind of problem, the above results do not hold generally. We also analyze the regularization of the other two Krylov solvers LSMR and CGME, proving that LSMR has similar regularizing effects to LSQR for each kind of problem and both are superior to CGME. Numerical experiments confirm our theory on LSQR.

math.NA↗

arXiv2016

Some Results on the Regularization of LSQR for Large-Scale Discrete Ill-Posed Problems

LSQR, a Lanczos bidiagonalization based Krylov subspace iterative method, and its mathematically equivalent CGLS applied to normal equations system, are commonly used for large-scale discrete ill-posed problems. It is well known that LSQR and CGLS have regularizing effects, where the number of iterations plays the role of the regularization parameter. However, it has long been unknown whether the regularizing effects are good enough to find best possible regularized solutions. Here a best possible regularized solution means that it is at least as accurate as the best regularized solution obtained by the truncated singular value decomposition (TSVD) method. In this paper, we establish bounds for the distance between the $k$-dimensional Krylov subspace and the $k$-dimensional dominant right singular space. They show that the Krylov subspace captures the dominant right singular space better for severely and moderately ill-posed problems than for mildly ill-posed problems. Our general conclusions are that LSQR has better regularizing effects for the first two kinds of problems than for the third kind, and a hybrid LSQR with additional regularization is generally needed for mildly ill-posed problems. Exploiting the established bounds, we derive an estimate for the accuracy of the rank $k$ approximation generated by Lanczos bidiagonalization. Numerical experiments illustrate that the regularizing effects of LSQR are good enough to compute best possible regularized solutions for severely and moderately ill-posed problems, stronger than our theory predicts, but they are not for mildly ill-posed problems and additional regularization is needed.

math.NA↗

arXiv2016

On Regularizing Effects of MINRES and MR-II for Large-Scale Symmetric Discrete Ill-Posed Problems

For large scale symmetric discrete ill-posed problems, MINRES and MR-II are often used iterative regularization solvers. We call a regularized solution best possible if it is at least as accurate as the best regularized solution obtained by the truncated singular value decomposition (TSVD) method. In this paper, we analyze their regularizing effects and establish the following results: (i) the filtered SVD expression are derived for the regularized solutions by MINRES; (ii) a hybrid MINRES that uses explicit regularization within projected problems is needed to compute a best possible regularized solution to a given ill-posed problem; (iii) the $k$th iterate by MINRES is more accurate than the $(k-1)$th iterate by MR-II until the semi-convergence of MINRES, but MR-II has globally better regularizing effects than MINRES; (iv) bounds are obtained for the 2-norm distance between an underlying $k$-dimensional Krylov subspace and the $k$-dimensional dominant eigenspace. They show that MR-II has better regularizing effects for severely and moderately ill-posed problems than for mildly ill-posed problems, and a hybrid MR-II is needed to get a best possible regularized solution for mildly ill-posed problems; (v) bounds are derived for the entries generated by the symmetric Lanczos process that MR-II is based on, showing how fast they decay. Numerical experiments confirm our assertions. Stronger than our theory, the regularizing effects of MR-II are experimentally shown to be good enough to obtain best possible regularized solutions for severely and moderately ill-posed problems.

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arXiv2015

A Residual Based Sparse Approximate Inverse Preconditioning Procedure for Large Sparse Linear Systems

The SPAI algorithm, a sparse approximate inverse preconditioning technique for large sparse linear systems, proposed by Grote and Huckle [SIAM J. Sci. Comput., 18 (1997), pp.~838--853.], is based on the F-norm minimization and computes a sparse approximate inverse $M$ of a large sparse matrix $A$ adaptively. However, SPAI may be costly to seek the most profitable indices at each loop and $M$ may be ineffective for preconditioning. In this paper, we propose a residual based sparse approximate inverse preconditioning procedure (RSAI), which, unlike SPAI, is based on only the {\em dominant} rather than all information on the current residual and augments sparsity patterns adaptively during the loops. RSAI is less costly to seek indices and is more effective to capture a good approximate sparsity pattern of $A^{-1}$ than SPAI. To control the sparsity of $M$ and reduce computational cost, we develop a practical RSAI($tol$) algorithm that drops small nonzero entries adaptively during the process. Numerical experiments are reported to demonstrate that RSAI($tol$) is at least competitive with SPAI and can be considerably more efficient and effective than SPAI. They also indicate that RSAI($tol$) is comparable to the PSAI($tol$) algorithm proposed by one of the authors in 2009.

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arXiv2015

An Approach to Making SPAI and PSAI Preconditioning Effective for Large Irregular Sparse Linear Systems

We investigate the SPAI and PSAI preconditioning procedures and shed light on two important features of them: (i) For the large linear system $Ax=b$ with $A$ irregular sparse, i.e., with $A$ having $s$ relatively dense columns, SPAI may be very costly to implement, and the resulting sparse approximate inverses may be ineffective for preconditioning. PSAI can be effective for preconditioning but may require excessive storage and be unacceptably time consuming; (ii) the situation is improved drastically when $A$ is regular sparse, that is, all of its columns are sparse. In this case, both SPAI and PSAI are efficient. Moreover, SPAI and, especially, PSAI are more likely to construct effective preconditioners. Motivated by these features, we propose an approach to making SPAI and PSAI more practical for $Ax=b$ with $A$ irregular sparse. We first split $A$ into a regular sparse $\tilde A$ and a matrix of low rank $s$. Then exploiting the Sherman--Morrison--Woodbury formula, we transform $Ax=b$ into $s+1$ new linear systems with the same coefficient matrix $\tilde A$, use SPAI and PSAI to compute sparse approximate inverses of $\tilde A$ efficiently and apply Krylov iterative methods to solve the preconditioned linear systems. Theoretically, we consider the non-singularity and conditioning of $\tilde A$ obtained from some important classes of matrices. We show how to recover an approximate solution of $Ax=b$ from those of the $s+1$ new systems and how to design reliable stopping criteria for the $s+1$ systems to guarantee that the approximate solution of $Ax=b$ satisfies a desired accuracy. Given the fact that irregular sparse linear systems are common in applications, this approach widely extends the practicability of SPAI and PSAI. Numerical results demonstrate the considerable superiority of our approach to the direct application of SPAI and PSAI to $Ax=b$.

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arXiv2015

On the Condition Number of the Total Least Squares Problem

This paper concerns singular value decomposition (SVD)-based computable formulas and bounds for the condition number of the Total Least Squares (TLS) problem. For the TLS problem with the coefficient matrix $A$ and the right-hand side $b$, a new closed formula is presented for the condition number. Unlike an important result in the literature that uses the SVDs of both $A$ and $[A,\ b]$, our formula only requires the SVD of $[A,\ b]$. Based on the closed formula, both lower and upper bounds for the condition number are derived. It is proved that they are always sharp and estimate the condition number accurately. A few lower and upper bounds are further established that involve at most the smallest two singular values of $A$ and of $[A,\ b]$. Tightness of these bounds is discussed, and numerical experiments are presented to confirm our theory and to demonstrate the improvement of our upper bounds over the two upper bounds due to Golub and Van Loan as well as Baboulin and Gratton. Such lower and upper bounds are particularly useful for large scale TLS problems since they require the computation of only a few singular values of $A$ and $[A, \ b]$ other than all the singular values of them.

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