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Linearized Krylov subspace Bregman iteration with nonnegativity constraint
- Source :
- Numerical Algorithms. 87:1177-1200
- Publication Year :
- 2020
- Publisher :
- Springer Science and Business Media LLC, 2020.
-
Abstract
- Bregman-type iterative methods have received considerable attention in recent years due to their ease of implementation and the high quality of the computed solutions they deliver. However, these iterative methods may require a large number of iterations and this reduces their usefulness. This paper develops a computationally attractive linearized Bregman algorithm by projecting the problem to be solved into an appropriately chosen low-dimensional Krylov subspace. The projection reduces the computational effort required for each iteration. A variant of this solution method, in which nonnegativity of each computed iterate is imposed, also is described. Extensive numerical examples illustrate the performance of the proposed methods.
- Subjects :
- Iterative method
Applied Mathematics
Numerical analysis
010103 numerical & computational mathematics
Krylov subspace
01 natural sciences
Projection (linear algebra)
010101 applied mathematics
Constraint (information theory)
Theory of computation
Bregman iteration
Applied mathematics
0101 mathematics
Algebra over a field
Mathematics
Subjects
Details
- ISSN :
- 15729265 and 10171398
- Volume :
- 87
- Database :
- OpenAIRE
- Journal :
- Numerical Algorithms
- Accession number :
- edsair.doi...........17bbaa03636fed64a78c54036dab0cb9