Linear inversion chrestomathy
Software chrestomathy (Lämmel 2015) for linear inversion.
using the minimum norm solution for the model estimate m-hat given by
where T denotes the transpose.
From Mauricio Sacchi's course notes.
Define a model and kernel, and generate data.
% Define model m M = 50; m = zeros(M,1); m(10:14,1) = 1.; m(15:26,1) = -.3; m(27:34,1) = 2.1; % Discrete kernel G N = 20; L = 100; alpha = .8 x = (0:1:M-1)*L/(M-1); dx = L/(M-1); r = (0:1:N-1)*L/(N-1); for j=1:M for k=1:N G(k,j) = dx*exp(-alpha*abs(r(k)-x(j))^2); end end % Compute data d = G*m;
The minimum norm solution is given by:
function [m_est,d_pred] = min_norm_sol(G,d); % % Given a discrete kernel G and the data d, we compute the % minimum norm solution of the inverse problem d = Gm. % m_est: solution (minimum norm solution) % d_pred: predicted data % m_est = G’*inv(G*G’)*d; d_pred = G* m_est;
- Lämmel, Ralf (2015). Software chrestomathies. Science of Computer Programming, Volume 97, Part 1, 1 January 2015, Pages 98–104, Special Issue on New Ideas and Emerging Results in Understanding Software. DOI:10.1016/j.scico.2013.11.014. Available online.
- Sacchi, MD. GEOPH431 and GEOPH531: Notes on linear inverse theory, minimum norm solutions, and quadratic regularization with MATLAB examples, PART 1. Physics, University of Alberta.