Mathematics

The Bregman Algorithm (2/2)

In a previous post we discussed how to find a common point in a family of convex sets by using the Bregman algorithm. Actually the algorithm is capable of more. We can use it to solve constrained optimization problems.

The Bregman Algorithm (1/2)

In the 1960s Lev Meerovich Bregman developed an optimization algorithm [1] which became rather popular beginning of 2000s. It’s not my intention to present the proofs for all the algorithmic finesse, but rather the general ideas why it is so appealing.

The Abstract Interpolation Problem

We present the abstract interpolation problem and show how it is related to common interpolation and approximation tasks.

QR Decompositions and Rank Deficient Matrices

We discuss the necessary changes to our QR decomposition algorithms to handle matrices which do not have full rank.

QR Comparison with other Implementations

We developed a QR decomposition algorithm, based on the orthogonalisation process of Gram-Schmidt in a series of posts here, here, here, and here. Let’s have a look how good this algorithm performs against built-in implementations from julia and other programming languages.

QR Decompositions with Reorthogonalisation

Problem Formulation We already discussed QR decompositions and showed that using the modified formulation of Gram Schmidt significantly improves the accuracy of the results. However, there is still an error of about $10^3 M_\varepsilon$ (where $M_\varepsilon$ is the machine epsilon) when using the modified Gram Schmidt as base algorithm for the orthogonalisation.

QR Decompositions

We consider the necessary changes to the Gram-Schmidt orthogonalisation to obtain a QR Decomposition

Gram-Schmidt vs. Modified Gram-Schmidt

We compare the accuracy of the classical Gram-Schmidt algorithm to the modified Gram-Schmidt algorithm.

Image processing

Besides my research in computer vision related tasks such as optical flow, photometric stereo, and shape matching and my focus on PDE-based compression, I have also ventured in other image processing tasks.

Towards PDE-Based Video Compression with Optimal Masks Prolongated by Optic Flow

Lossy image compression methods based on partial differential equations have received much attention in recent years. They may yield high-quality results but rely on the computationally expensive task of finding an optimal selection of data. For the …