RegularizedLeastSquares.jl

Solvers for Linear Inverse Problems using Regularization Techniques

Introduction

RegularizedLeastSquares.jl is a Julia package for solving large scale linear systems using different types of algorithm. Ill-conditioned problems arise in many areas of practical interest. To solve these problems, one often resorts to regularization techniques and non-linear problem formulations. This packages provides implementations for a variety of solvers, which are used in fields such as MPI and MRI.

The implemented methods range from the $l_2$-regularized CGNR method to more general optimizers such as the Alternating Direction of Multipliers Method (ADMM) or the Split-Bregman method.

For convenience, implementations of popular regularizers, such as $l_1$-regularization and TV regularization, are provided. On the other hand, hand-crafted regularizers can be used quite easily. For this purpose, a Regularization object needs to be build. The latter mainly contains the regularization parameter and a function to calculate the proximal map of a given input.

Depending on the problem, it becomes unfeasible to store the full system matrix at hand. For this purpose, RegularizedLeastSquares.jl allows for the use of matrix-free operators. Such operators can be realized using the interface provided by the package LinearOperators.jl. Other interfaces can be used as well, as long as the product *(A,x) and the adjoint adjoint(A) are provided.

Installation

Install RegularizedLeastSquares.jl within Julia using

Pkg.clone("https://github.com/tknopp/RegularizedLeastSquares.jl.git")

Usage