Randomized projection methods for linear systems with arbitrarily large sparse corruptions

J Haddock, D Needell - SIAM Journal on Scientific Computing, 2019 - SIAM
SIAM Journal on Scientific Computing, 2019SIAM
In applications like medical imaging, error correction, and sensor networks, one needs to
solve large-scale linear systems that may be corrupted by a small number of arbitrarily large
corruptions. We consider solving such large-scale systems of linear equations Ax=b that are
inconsistent due to corruptions in the measurement vector b. With this as our motivating
example, we develop an approach for this setting that allows detection of the corrupted
entries and thus convergence to the “true” solution of the original system. We provide …
In applications like medical imaging, error correction, and sensor networks, one needs to solve large-scale linear systems that may be corrupted by a small number of arbitrarily large corruptions. We consider solving such large-scale systems of linear equations that are inconsistent due to corruptions in the measurement vector . With this as our motivating example, we develop an approach for this setting that allows detection of the corrupted entries and thus convergence to the “true” solution of the original system. We provide analytical justification for our approaches as well as experimental evidence on real and synthetic systems.
Society for Industrial and Applied Mathematics
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