NUMERICAL METHODS AND APPLICATIONS B
- Overview
- Assessment methods
- Learning objectives
- Contents
- Full programme
- Bibliography
- Delivery method
- Teaching methods
- Contacts/Info
Basic course in numerical analysis.
Oral examination and project implemented in Matlab.
Students will acquire the basic knowledge in order to model and to solve ill-posed problems.
Discrete least-square problems and SVD.
Ill-posed problems and regularization with application to imaging.
Discrete least-square problems: minimum norm solution, singular value decomposition (SVD), truncated SVD (TSVD), pseudo-inverse, Golub-Kahan algorithm to compute the SVD, Landweber iteration.
Ill-posed problems and regularization: filtering by TSVD, Tikhonov method and SVD filtering. Strategies for estimating the regularization parameter: discrete Picard condition, discrepancy principle, L-curve and GCV. Regularization iterative methods (Landweber method and conjugate grandients for normal equations). Convolution and discrete Fourier transform by fast Fourier transform. Compression, segmentation and deconvolution of signals and images.
The numerical methods and some applications will be implemented and tested using MatLab.
1. G. H. Golub,C. F. Van Loan, “Matrix Computation”,
2. P. C. Hansen, “Rank-Deficient and Discrete Ill-Posed Problems”
3. P. C. Hansen, J. G. Nagy, and D. P. O'Leary, “Deblurring Images: Matrices, Spectra, and Filtering”, SIAM
Front lectures with some computer lab supplementary lessons.
Meeting by appointment.
Professors
Borrowers
-
Degree course in: MATHEMATICS