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Fixed typos and changed interface of p2discrepancy
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dme65 committed Mar 24, 2017
1 parent 173d3d5 commit b580da8
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4 changes: 4 additions & 0 deletions .gitignore
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*.aux
*.log
*.out
*.pdf
14 changes: 8 additions & 6 deletions hw/proj2.tex
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Expand Up @@ -176,11 +176,13 @@ \subsection{Morozov's discrepancy principle}
that $\rho(\lambda)$ is approximately $\sqrt{n/4}$ where $n$
is the number of pixels (this corresponds to assuming the
rounded-off quantity is uniformly distributed):
\begin{lstlisting}
function [lambda] = p2discrepancy(imblurd, H, lmin, lmax)
\end{lstlisting}
\begin{lstlisting}
function [lambda] = p2discrepancy(obj, lmin, lmax)
\end{lstlisting}
where {\tt lmin} and {\tt lmax} are user-defined lower and upper
bounds on the value of the regularization parameter $\lambda$.
If you would like, default values of $10^{-4}$ and $1$ span a good
range.
You should feel free to re-use {\tt p2tikhonov} if you would like;
you may also use {\tt p2applyH}, which applies the blurring operator
to an image. You may use \matlab's {\tt fzero} --- or just write a
Expand All @@ -194,7 +196,7 @@ \subsection{Morozov's discrepancy principle}
regularization parameter. Use a dashed horizontal line to indicate
$\sqrt{n/4}$, and mark somehow the point on the
curve associated with the desired value of $\lambda$. Are there any
visually distincitive features of the plot that suggest this is
visually distinctive features of the plot that suggest this is
around the right value?
\end{enumerate}

Expand All @@ -207,7 +209,7 @@ \subsection{Generalized cross-validation}
{\left( \mathrm{tr}(I-H \hat{H}^{\dagger}(\lambda)) \right)^2},
\]
where $\hat{H}^\dagger(\lambda)$ is the solution operator for
the Tikhonov regularized problem and $N$ is the number of unknowns
the Tikhonov regularized problem ($\hat{H}^\dagger(\lambda) = (H^*H + \lambda^2I)^{-1}H^*$) and $N$ is the number of unknowns
(in this case, three times the number of pixels). Minimizing $G$ is
easy given the SVD of $H$. In fact, we know how to compute the SVD
of $H$ in this problem, but in other settings this is not so easy.
Expand Down Expand Up @@ -240,7 +242,7 @@ \subsection{Generalized cross-validation}
Show that
\[
\frac{d}{d\lambda} \left( I-H \hat{H}^\dagger(\lambda) \right) =
( \hat{H}^\dagger(\lambda) )^* \hat{H}^\dagger(\lambda).
2\lambda( \hat{H}^\dagger(\lambda) )^* \hat{H}^\dagger(\lambda).
\]
From this, you will be able to compute derivatives of $\rho(\lambda)^2$
and of $z_\ell^T (I-H \hat{H}^\dagger(\lambda)) z_{\ell}$. \\
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