A regularized eigenmatrix method for unstructured sparse recovery
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arXiv
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| Format: | Preprint |
| Published: |
2024
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| _version_ | 1866910446787756032 |
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| author | Leem, Koung Hee Liu, Jun Pelekanos, George |
| author_facet | Leem, Koung Hee Liu, Jun Pelekanos, George |
| contents | The recently developed data-driven eigenmatrix method shows very promising reconstruction accuracy in sparse recovery for a wide range of kernel functions and random sample locations. However, its current implementation can lead to numerical instability if the threshold tolerance is not appropriately chosen. To incorporate regularization techniques, we propose to regularize the eigenmatrix method by replacing the computation of an ill-conditioned pseudo-inverse by the solution of an ill-conditioned least square system, which can be efficiently treated by Tikhonov regularization. Extensive numerical examples confirmed the improved effectiveness of our proposed method, especially when the noise levels are relatively high. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2405_08721 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | A regularized eigenmatrix method for unstructured sparse recovery Leem, Koung Hee Liu, Jun Pelekanos, George Numerical Analysis 65R32, 65F22 The recently developed data-driven eigenmatrix method shows very promising reconstruction accuracy in sparse recovery for a wide range of kernel functions and random sample locations. However, its current implementation can lead to numerical instability if the threshold tolerance is not appropriately chosen. To incorporate regularization techniques, we propose to regularize the eigenmatrix method by replacing the computation of an ill-conditioned pseudo-inverse by the solution of an ill-conditioned least square system, which can be efficiently treated by Tikhonov regularization. Extensive numerical examples confirmed the improved effectiveness of our proposed method, especially when the noise levels are relatively high. |
| title | A regularized eigenmatrix method for unstructured sparse recovery |
| topic | Numerical Analysis 65R32, 65F22 |
| url | https://arxiv.org/abs/2405.08721 |