Methods and Applications of Analysis

Volume 20 (2013)

Number 4

Special issue dedicated to the 70th birthday of Stanley Osher: Part I

Guest Editor: Chi-Wang Shu, Brown University

Ground states and singular vectors of convex variational regularization methods

Pages: 295 – 334

DOI: https://dx.doi.org/10.4310/MAA.2013.v20.n4.a1

Authors

Martin Benning (Magnetic Resonance Research Centre, Department of Chemical Engineering and Biotechnology, University of Cambridge, United Kingdom)

Martin Burger (Institut für Numerische und Angewandte Mathematik, Westfälische Wilhelms-Universität Münster, Germany)

Abstract

Singular value decomposition is the key tool in the analysis and understanding of linear regularization methods in Hilbert spaces. Besides simplifying computations it allows to provide a good understanding of properties of the forward problem compared to the prior information introduced by the regularization methods. In the last decade nonlinear variational approaches such as $\ell^1$ or total variation regularizations became quite prominent regularization techniques with certain properties being superior to standard methods. In the analysis of those, singular values and vectors did not play any role so far, for the obvious reason that these problems are nonlinear, together with the issue of defining singular values and singular vectors in the first place.

In this paper however we want to start a study of singular values and vectors for nonlinear variational regularization of linear inverse problems, with particular focus on singular one-homogeneous regularization functionals. A major role is played by the smallest singular value, which we define as the ground state of an appropriate functional combining the (semi-)norm introduced by the forward operator and the regularization functional. The optimality condition for the ground state further yields a natural generalization to higher singular values and vectors involving the subdifferential of the regularization functional, although we shall see that the Rayleigh principle may fail for higher singular values.

Using those definitions of singular values and vectors, we shall carry over two main properties from the world of linear regularization. The first one is gaining information about scale, respectively the behavior of regularization techniques at different scales. This also leads to novel estimates at different scales, generalizing the estimates for the coefficients in the linear singular value expansion. The second one is to provide classes of exact solutions for variational regularization methods. We will show that all singular vectors can be reconstructed up to a scalar vector by the standard Tikhonovtype regularization approach even in the presence of (small) noise. Moreover, we will show that they can even be reconstructed without any bias by the recently popularized inverse scale space method.

Keywords

inverse problems, variational regularization, singular values, ground states, total variation regularization, Bregman distance, inverse scale space method, compressed sensing

2010 Mathematics Subject Classification

35P30, 45Q05, 47A52, 49N45

Published 16 April 2014