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Quantile-based Iterative Methods for Corrupted Systems of Linear Equations
arXiv - CS - Numerical Analysis Pub Date : 2020-09-17 , DOI: arxiv-2009.08089
Jamie Haddock, Deanna Needell, Elizaveta Rebrova, William Swartworth

Often in applications ranging from medical imaging and sensor networks to error correction and data science (and beyond), one needs to solve large-scale linear systems in which a fraction of the measurements have been corrupted. We consider solving such large-scale systems of linear equations $\mathbf{A}\mathbf{x}=\mathbf{b}$ that are inconsistent due to corruptions in the measurement vector $\mathbf{b}$. We develop several variants of iterative methods that converge to the solution of the uncorrupted system of equations, even in the presence of large corruptions. These methods make use of a quantile of the absolute values of the residual vector in determining the iterate update. We present both theoretical and empirical results that demonstrate the promise of these iterative approaches.

中文翻译:

线性方程组损坏的基于分位数的迭代方法

通常在从医学成像和传感器网络到纠错和数据科学(及其他)的应用中,人们需要解决其中一小部分测量已损坏的大规模线性系统。我们考虑求解此类大规模线性方程组 $\mathbf{A}\mathbf{x}=\mathbf{b}$ 由于测量向量 $\mathbf{b}$ 中的损坏而不一致。我们开发了几种迭代方法的变体,即使在存在大的损坏的情况下,它们也能收敛到未损坏的方程组的解。这些方法在确定迭代更新时利用残差向量的绝对值的分位数。我们提出了理论和实证结果,证明了这些迭代方法的前景。
更新日期:2020-09-18
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