Numerical Analysis Group Internal Seminar

Please note that the list below only shows forthcoming events, which may not include regular events that have not yet been entered for the forthcoming term. Please see the past events page for a list of all seminar series that the department has on offer.

Past events in this series
19 November 2019
14:30
Charles Millard
Abstract

The Approximate Message Passing (AMP) algorithm is a powerful iterative method for reconstructing undersampled sparse signals. Unfortunately, AMP is sensitive to the type of sensing matrix employed and frequently encounters convergence problems. One case where AMP tends to fail is compressed sensing MRI, where Fourier coefficients of a natural image are sampled with variable density. An AMP-inspired algorithm constructed specifically for MRI is presented that exhibits a 'state evolution', where at every iteration the image estimate before thresholding behaves as the ground truth corrupted by Gaussian noise with known covariance. Numerical experiments explore the practical benefits of such effective noise behaviour.
 

  • Numerical Analysis Group Internal Seminar
26 November 2019
14:30
Nikitas Rontsis
Abstract

The Alternating Directions Method of Multipliers (ADMM) is a widely popular first-order method for solving convex optimization problems. Its simplicity is arguably one of the main reasons for its popularity. For a broad class of problems, ADMM iterates by repeatedly solving perhaps the two most standard Linear Algebra problems: linear systems and symmetric eigenproblems. In this talk, we discuss how employing standard Krylov-subspace methods for ADMM can lead to tenfold speedups while retaining convergence guarantees.

  • Numerical Analysis Group Internal Seminar
3 December 2019
14:00
Mikael Slevinsky
Abstract

A mechanism is described to symmetrize the ultraspherical spectral method for self-adjoint problems. The resulting discretizations are symmetric and banded. An algorithm is presented for an adaptive spectral decomposition of self-adjoint operators. Several applications are explored to demonstrate the properties of the symmetrizer and the adaptive spectral decomposition.

 

  • Numerical Analysis Group Internal Seminar
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