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sparse image representation via combined transforms - Convex ...

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4.7 Newton Direction . . . .............................. 93<br />

4.8 ComparisonwithExistingAlgorithms ..................... 93<br />

4.9 IterativeMethods................................. 95<br />

4.10 Numerical Issues . . . .............................. 96<br />

4.11Discussion..................................... 96<br />

4.11.1 ConnectionWithStatistics ....................... 96<br />

4.11.2 Non-convexSparsityMeasure...................... 97<br />

4.11.3 Iterative Algorithm for Non-convex Optimization Problems . . . . . 97<br />

4.12Proofs ....................................... 98<br />

4.12.1 ProofofProposition4.1......................... 98<br />

4.12.2 ProofofTheorem4.1 .......................... 99<br />

4.12.3 ProofofTheorem4.2 .......................... 101<br />

4.12.4 ProofofTheorem4.3 .......................... 102<br />

5 Iterative Methods 103<br />

5.1 Overview ..................................... 103<br />

5.1.1 OurMinimizationProblem ....................... 103<br />

5.1.2 IterativeMethods ............................ 104<br />

5.1.3 ConvergenceRates............................ 105<br />

5.1.4 Preconditioner .............................. 107<br />

5.2 LSQR ....................................... 109<br />

5.2.1 WhatisLSQR?.............................. 109<br />

5.2.2 WhyLSQR? ............................... 110<br />

5.2.3 AlgorithmLSQR............................. 111<br />

5.2.4 Discussion................................. 111<br />

5.3 MINRES ..................................... 112<br />

5.3.1 AlgorithmMINRES ........................... 112<br />

5.3.2 AlgorithmPMINRES .......................... 114<br />

5.4 Discussion..................................... 116<br />

5.4.1 Possibility of Complete Cholesky Factorization . . .......... 116<br />

5.4.2 SparseApproximateInverse....................... 117<br />

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