Skip to main content
Log in

Matrix forms of iterative algorithms to solve large-scale discrete ill-posed problems with an application to image restoration

  • Original Research
  • Published:
Journal of Applied Mathematics and Computing Aims and scope Submit manuscript

Abstract

Iterative methods to solve linear large-scale discrete problems are well known in the literature. When the linear system is ill-posed and contaminated by noise, some kind of regularization must be applied in order to achieve a feasible solution. In the first part of this paper, we revisit briefly some known methods to solve large-scale ill-posed discrete linear problems which are easy to implement and have low computational cost, formulating them in a unified manner and also proposing simple modifications in order to improve their performances. Matrix forms of iterative algorithms can be formulated depending on certain conditions on the blurring process, and have the advantage of avoiding the formation and storage in memory of the matrix that represents the blurring process, which is generally of very large dimension. As an original contribution, in the final part of this paper we present the matrix forms of the iterative algorithms revisited and test them in the problem of restoration of an image degraded by blurring and noise.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Fig. 1
Fig. 2
Fig. 3
Fig. 4
Fig. 5
Fig. 6
Fig. 7

Similar content being viewed by others

Notes

  1. It is easy to prove that the condition number of \(A{^{{\textsf {T}}}}A\) is greater than the condition number of \(A{^{{\textsf {T}}}}A+\lambda I\), so the regularized system (6) is better conditioned than the original normal system (3).

  2. A computational system with 8Gb of RAM memory cannot store a dense blurring matrix \(A\in {\mathbb {R}}^{65{,}536\times 65{,}536}\). However, the matrix \(L\in {\mathbb {R}}^{65{,}535\times 65{,}536}\) can be created by the code provided.

References

  1. Ascher, U., van den Doel, K., Huang, H., Svaiter, B.: On fast integration to steady state and earlier times. Math. Model. Numer. Anal. 43, 689–708 (2009)

    Article  MATH  Google Scholar 

  2. Barzilai, J., Borwein, J.M.: Two-point step size gradient methods. IMA J. Numer. Anal. 8, 141–148 (1988). https://doi.org/10.1093/imanum/8.1.141

    Article  MathSciNet  MATH  Google Scholar 

  3. Bauer, F., Lukas, M.A.: Comparing parameter choice methods for regularization of ill-posed problems. Math. Comput. Simul. 81, 1795–1841 (2011). https://doi.org/10.1016/j.matcom.2011.01.016

    Article  MathSciNet  MATH  Google Scholar 

  4. Bhaya, A., Bliman, P.-A., Pazos, F.: Control-theoretic design of iterative methods for symmetric linear systems of equations. In: Proceedings of the 48th IEEE Conference on Decision and Control, Shanghai, China (2009). https://doi.org/10.1109/CDC.2009.5399581

  5. Calvetti, D., Reichel, L., Zhang, Q.: Iterative Solution Methods for Large Linear Discrete Ill-Posed Problems, vol. 1, pp. 313–367. Birkhäuser, Boston (1999). https://doi.org/10.1007/978-1-4612-0571-5_7

    MATH  Google Scholar 

  6. Engl, H., Hanke, M., Neubauer, A.: Regularization of Inverse Problems. Kluwer Academic Publishers, London (1996)

    Book  MATH  Google Scholar 

  7. Wang, Y.-F., Xiao, T.-Y.: Fast realization algorithms for determining regularization parameters in linear inverse problems. Inverse Probl. 17, 281–291 (2001). https://doi.org/10.1088/0266-5611/17/2/308

    Article  MathSciNet  MATH  Google Scholar 

  8. Frommer, A., Maass, P.: Fast CG-based methods for Tikhonov–Phillips regularization. SIAM J. Sci. Comput. 20, 1831–1850 (1999)

    Article  MathSciNet  MATH  Google Scholar 

  9. Gazzola, S., Novati, P., Russo, M.R.: On Krylov projection methods and Tikhonov regularization. Electron. Trans. Numer. Anal. 44, 83–123 (2015)

    MathSciNet  MATH  Google Scholar 

  10. Golub, G., Heath, M., Wahba, G.: Generalized cross-validation as a method for choosing a good ridge parameter. Technometrics 21, 215–223 (1979). https://doi.org/10.1080/00401706.1979.10489751

    Article  MathSciNet  MATH  Google Scholar 

  11. Golub, G., Van Loan, C.: Matrix Computation. The Johns Hopkins University Press, Baltimore (1989)

    MATH  Google Scholar 

  12. Golub, G., von Matt, U.: Quadratically constrained least squares and quadratic problems. Numer. Math. 59, 561–580 (1991). https://doi.org/10.1007/BF01385796

    Article  MathSciNet  MATH  Google Scholar 

  13. Golub, G., von Matt, U.: Tikhonov regularization for large scale problems. In: Golub, G.H., Lui, S.H., Luk, F., Plemmons, R. (eds.) Workshop on Scientific Computing, pp. 3–26. Springer, New York (1997)

    Google Scholar 

  14. Greenbaum, A.: Iterative Methods for Solving Linear Systems. SIAM, Philadelphia (1997)

    Book  MATH  Google Scholar 

  15. Güler, O.: Fundations of Optimization. Graduate Texts in Mathematics. Springer, Berlin (2010)

    Google Scholar 

  16. Hanke, M.: Iterative regularization techniques in image reconstruction. In: Colton, D., Engl, H.W., Louis, A.K., McLaughlin, J.R., Rundell, W. (eds.) Surveys on Solution Methods for Inverse Problems, pp. 35–52. Springer, Vienna (2000). https://doi.org/10.1007/978-3-7091-6296-5_3

    Chapter  Google Scholar 

  17. Hanke, M., Nagy, J.G.: Restoration of atmospherically blurred images by symmetric indefinite conjugate gradient techniques. Inverse Probl. 12, 157–173 (1996). https://doi.org/10.1088/0266-5611/12/2/004

    Article  MathSciNet  MATH  Google Scholar 

  18. Hansen, P.C.: The L-curve and its use in the numerical treatment of inverse problems. In: Johnston, P. (ed.) Computational Inverse Problems in Electrocardiology, Advances in Computational Bioengineering. IMM, Department of Mathematical Modelling, Technical University of Denmark (2000)

  19. Hansen, P.C.: Regularization tools: a MATLAB package for analysis and solution of discrete ill-posed problems. Numer. Algorithms 46, 189–194 (2007). https://doi.org/10.1007/s11075-007-9136-9

    Article  MathSciNet  Google Scholar 

  20. Hansen, P.C., Nagy, J., O’Leary, D.P.: Deblurring Images. Matrices, Spectra and Filtering, Fundamentals of Algorithms. SIAM, Philadelphia (2006)

    Book  MATH  Google Scholar 

  21. Hestenes, M.R., Stiefel, E.: Methods of conjugate gradients for solving linear systems. J. Res. Natl. Bur. Stand. 49, 409–436 (1952)

    Article  MathSciNet  MATH  Google Scholar 

  22. Hochstenbach, M.E., Reichel, L., Rodriguez, G.: Regularization parameter determination for discrete ill-posed problems. J. Comput. Appl. Math. 273, 132–149 (2015). https://doi.org/10.1016/j.cam.2014.06.004

    Article  MathSciNet  MATH  Google Scholar 

  23. Jain, A.: Fundamentals of Digital Image Processing. Prentice-Hall, Englewood Cliffs, NJ (1989)

    MATH  Google Scholar 

  24. Jensen, T.K., Hansen, P.C.: Iterative regularization with minimum-residual methods. BIT Numer. Math. 47, 103–120 (2007). https://doi.org/10.1007/s10543-006-0109-5

    Article  MathSciNet  MATH  Google Scholar 

  25. Kilmer, M., O’Leary, D.P.: Choosing regularization parameters in iterative methods for ill-posed problems. SIAM J. Matrix Anal. Appl. 22, 1204–1221 (2001). https://doi.org/10.1137/S0895479899345960

    Article  MathSciNet  MATH  Google Scholar 

  26. Kunisch, K., Zou, J.: Iterative choices of regularization parameters in linear inverse problems. Inverse Probl. 14, 1247–1264 (1998). https://doi.org/10.1088/0266-5611/14/5/010

    Article  MathSciNet  MATH  Google Scholar 

  27. Morozov, V.A.: Regularization Methods for Ill-Posed Problems. CRC Press, Albany, NY (1993)

    MATH  Google Scholar 

  28. Nagy, J.G., Palmer, K.M.: Steepest descent, CG and iterative regularization of ill posed problems. BIT Numer. Math. 43, 1003–1017 (2003). https://doi.org/10.1023/B:BITN.0000014546.51341.53

    Article  MathSciNet  MATH  Google Scholar 

  29. Nagy, J.G., Palmer, K.M.: Quasi-Newton methods for image restoration. In: Proceedings of SPIE—The International Society for Optical Engineering, vol. 5559, pp. 412–422 (2004). https://doi.org/10.1117/12.561060

  30. Nagy, J.G., O’Leary, D.P.: Fast iterative image restoration with a spatially-varying PSF. In: Luk, F.T. (ed.) Proceedings of SPIE—The International Society for Optical Engineering, vol. 3162, pp. 388–399. San Diego, CA, USA (1997). https://doi.org/10.1117/12.279513

  31. Nagy, J.G., O’Leary, D.P.: Restoring images degraded by spatially variant blur. SIAM J. Sci. Comput. 19, 1063–1082 (1998). https://doi.org/10.1137/S106482759528507X

    Article  MathSciNet  MATH  Google Scholar 

  32. Novati, P., Russo, M.R.: Adaptive Arnoldi–Tikhonov regularization for image restoration. Numer. Algorithms 65, 745–757 (2014). https://doi.org/10.1007/s11075-013-9712-0

    Article  MathSciNet  MATH  Google Scholar 

  33. Paige, C.C., Saunders, M.A.: LSQR: sparse linear equations and least squares problems. ACM Trans. Math. Softw. 8, 195–209 (1982). https://doi.org/10.1145/355993.356000

    Article  MATH  Google Scholar 

  34. Pazos, F., Bhaya, A.: Matrix forms of gradient descent algorithms applied to restoration of blurred images. Int. J. Signal Process. Image Process. Pattern Recognit. 7, 17–28 (2014). https://doi.org/10.14257/ijsip.2014.7.6.02

    Google Scholar 

  35. Pazos, F., Bhaya, A.: Adaptive choice of the Tikhonov regularization parameter to solve ill-posed linear algebraic equations via Liapunov optimizing control. J. Comput. Appl. Math. 279, 123–132 (2015). https://doi.org/10.1016/j.cam.2014.10.022

    Article  MathSciNet  MATH  Google Scholar 

  36. Regińska, T.: A regularization parameter in discrete ill-posed problems. SIAM J. Sci. Comput. 17, 740–749 (1996). https://doi.org/10.1137/S1064827593252672

    Article  MathSciNet  MATH  Google Scholar 

  37. Reichel, L., Rodriguez, G.: Old and new parameter choice rules for discrete ill-posed problems. Numer. Algorithms 63, 65–87 (2013). https://doi.org/10.1007/s11075-012-9612-8

    Article  MathSciNet  MATH  Google Scholar 

  38. Reichel, L., Shyshkov, A.: A new zero-finder for Tikhonov regularization. BIT Numer. Math. 48, 627–643 (2008). https://doi.org/10.1007/s10543-008-0179-7

    Article  MathSciNet  MATH  Google Scholar 

  39. Tikhonov, A.N., Arsenin, V.Y.: Solutions of Ill-Posed Problems. Winston & Sons, Washignton, DC (1977)

    MATH  Google Scholar 

  40. Xie, J., Zou, J.: An improved model function method for choosing regularization parameters in linear inverse problems. Inverse Probl. 18, 631–643 (2002). https://doi.org/10.1088/0266-5611/18/3/307

    Article  MathSciNet  MATH  Google Scholar 

  41. You, Y.-L., Kaveh, M.: Regularization and image restoration using differential equations. In: IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP), vol. 5, pp. 285–288 (1993). https://doi.org/10.1109/ICASSP.1993.319803

  42. Zhang, D., Huang, T.-Z.: Generalized Tikhonov regularization method for large-scale linear inverse problems. J. Comput. Anal. Appl. 15, 1317–1331 (2013)

    MathSciNet  MATH  Google Scholar 

Download references

Acknowledgements

The first author would like to thank Prof Teresa Regińska for the interesting papers provided by her.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Fernando Pazos.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Pazos, F., Bhaya, A. Matrix forms of iterative algorithms to solve large-scale discrete ill-posed problems with an application to image restoration. J. Appl. Math. Comput. 60, 113–145 (2019). https://doi.org/10.1007/s12190-018-1205-9

Download citation

  • Received:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s12190-018-1205-9

Keywords

Mathematics Subject Classification

Navigation