A Sketched Generalized Krylov Subspace Method for Large-Scale Regularization
一种用于大规模正则化的草图广义Krylov子空间方法
Davide Palitta, Mirjeta Pasha
AI总结 提出草图广义Krylov子空间方法(sGKS),通过压缩矩阵QR分解和跳过重正交化,解决大规模Tikhonov正则化中GKS方法的计算瓶颈,保持近似质量并显著降低计算成本。
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广义Krylov子空间(GKS)方法是一种有效的投影技术,用于带有一般正则化矩阵的大规模Tikhonov正则化。然而,随着子空间的扩展,两个计算瓶颈限制了可扩展性:由正向算子和应用于基的正则化矩阵形成的瘦高投影矩阵的薄QR分解,以及每个新基向量对所有先前列的全重正交化。我们提出了一种草图变体,命名为sGKS,解决了这两个瓶颈。QR分解在行维度小得多的压缩矩阵上执行,通过秩一更新增量维护。此外,我们观察到可以完全跳过显式重正交化而不损害近似子空间的质量,因为GKS的步骤都不固有地依赖于基的正交性。所得算法独立于草图算子的选择,并保留了原始方法的近似质量:我们证明,在投影求解中没有草图的情况下,sGKS产生的迭代与标准GKS相同,并且草图投影求解提供了由嵌入质量控制的准最优残差范数。对于基正交性损失显著更具挑战性的问题,我们表明在投影求解中纳入少量迭代细化步骤可以恢复基的谱特性,并恢复无草图方法的全部精度。在图像去模糊、X射线计算机断层扫描、地震走时层析成像和动态计算机断层扫描上的数值实验表明,sGKS匹配标准GKS的重建质量,同时显著降低了每次迭代成本和总运行时间。
The generalized Krylov subspace (GKS) method is an effective projection technique for large-scale Tikhonov regularization with a general regularization matrix. As the subspace expands, however, two computational bottlenecks limit scalability: the thin QR factorizations of the tall projected matrices formed by the forward operator and the regularization matrix applied to the basis, and the full reorthogonalization of each new basis vector against all previous columns. We propose a sketched variant, named sGKS, that addresses both bottlenecks. The QR factorizations are performed on compressed matrices of much smaller row dimension, maintained incrementally via rank-one updates. Moreover, we observe that explicit reorthogonalization can be skipped entirely without compromising the quality of the approximation subspace, since no step of GKS relies intrinsically on the orthogonality of the basis. The resulting algorithm is independent of the choice of sketching operator and preserves the approximation quality of the original method: we show that, in the absence of sketching in the projected solve, sGKS produces iterates identical to those of standard GKS, and that the sketched projected solve delivers quasi-optimal residual norms controlled by the embedding quality. For more challenging problems where the loss of basis orthogonality becomes significant, we show that incorporating a small number of iterative refinement steps in the projected solve restores the spectral properties of the basis and recovers the full accuracy of the unsketched method. Numerical experiments on image deblurring, X-ray computerized tomography, seismic travel-time tomography, and dynamic computerized tomography demonstrate that sGKS matches the reconstruction quality of standard GKS while significantly reducing per-iteration costs and overall wall-clock time.