The University of Montana
Department of Mathematical Sciences
Technical report #1/2006
Covariance-Preconditioned Iterative Methods
For Nonnegatively Constrained Astronomical Imaging
John Bardsley
Department of Mathematical Sciences
University of Montana
and
James Nagy
Department of Mathematics and Computer Science
Emory University
Abstract
We consider the problem of solving ill-conditioned linear systems
Ax=b subject to the nonnegativity constraint x
0,
and in which the vector b is a realization of a random vector
,
i.e. b is noisy. We explore what the statistical literature tells us
about solving noisy linear systems; we discuss the effect that a substantial
black background in the astronomical object being viewed has on the underlying
mathematical and statistical models; and, finally, we present several covariance-based
preconditioned iterative methods that incorporate this information. Each of
the methods presented can be viewed as an implementation of a preconditioned
modified residual-norm steepest descent algorithm with a specific preconditioner,
and we show that, in fact, the well-known and often used Richardson-Lucy algorithm
is one such method. Ill-conditioning can inhibit the ability to take advantage
of a priori statistical knowledge, in which case a more traditional preconditioning
approach may be appropriate. We briefly discuss this traditional approach as
well. Examples from astronomical imaging are used to illustrate concepts and
to test and compare algorithms.
Keywords:image restoration, linear models, preconditioning, statistical methods, weighted least squares
AMS Subject Classification: 65F20, 65F30
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