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Iterative Methods for Least Squares Problems and their Application to Inverse Problems

Research Project

Project/Area Number 24560082
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeMulti-year Fund
Section一般
Research Field Engineering fundamentals
Research InstitutionNational Institute of Informatics

Principal Investigator

HAYAMI Ken  国立情報学研究所, 情報学プリンシプル研究系, 教授 (20251358)

Project Period (FY) 2012-04-01 – 2015-03-31
Project Status Completed (Fiscal Year 2014)
Budget Amount *help
¥5,070,000 (Direct Cost: ¥3,900,000、Indirect Cost: ¥1,170,000)
Fiscal Year 2014: ¥1,690,000 (Direct Cost: ¥1,300,000、Indirect Cost: ¥390,000)
Fiscal Year 2013: ¥1,690,000 (Direct Cost: ¥1,300,000、Indirect Cost: ¥390,000)
Fiscal Year 2012: ¥1,690,000 (Direct Cost: ¥1,300,000、Indirect Cost: ¥390,000)
Keywords最小二乗問題 / 連立一次方程式 / 逆問題 / 反復解法 / クリロフ部分空間法 / 前処理 / GMRES法 / 内部反復法 / 反復法 / 線形計画問題 / 特異系 / 非線形最小二乗問題 / 制約付き最小二乗問題 / 薬物動態 / 内部反復 / 画像再構成
Outline of Final Research Achievements

Least squares problems arise, for instance, when one wants to find a solution to system of linear equations where there are more equations than unknowns. They are fundamental problems in science and engineering etc. In this research, we developed a new method to solve large and difficult least squares problems efficiently and accurately using an iterative scheme. We demonstrated the effectiveness of the method by numerical experiments and theory. Further, we developed methods for solving problems with constraints on the unknowns, and also nonlinear problems. We also developed methods for solving inverse problems where the parameters of how medicine becomes effective in the patient's body, from how the excretion varies with time.

Report

(4 results)
  • 2014 Annual Research Report   Final Research Report ( PDF )
  • 2013 Research-status Report
  • 2012 Research-status Report
  • Research Products

    (51 results)

All 2015 2014 2013 2012 Other

All Journal Article (7 results) (of which Peer Reviewed: 7 results,  Acknowledgement Compliant: 2 results,  Open Access: 2 results) Presentation (37 results) (of which Invited: 14 results) Book (2 results) Remarks (5 results)

  • [Journal Article] Improvements to the Cluster Newton method for underdetermined inverse problems2015

    • Author(s)
      Gaudreau, P., Hayami, K., Aoki, Y., Safoui, H., and Konagaya, A.
    • Journal Title

      Journal of Computational and Applied Mathematics

      Volume: 283 Pages: 122-141

    • DOI

      10.1016/j.cam.2015.01.014

    • Related Report
      2014 Annual Research Report
    • Peer Reviewed / Acknowledgement Compliant
  • [Journal Article] Convergence of inner-iteration GMRES methods for least squares problems2015

    • Author(s)
      Morikuni, K. and Hayami, K.,
    • Journal Title

      SIAM Journal on Matrix Analysis and Applications

      Volume: 36(1) Issue: 1 Pages: 225-250

    • DOI

      10.1137/130946009

    • Related Report
      2014 Annual Research Report
    • Peer Reviewed / Acknowledgement Compliant
  • [Journal Article] 劣決定逆問題に対するCluster Newton法とその薬物動態モデルへの応用2014

    • Author(s)
      青木康憲, 速水 謙, 小長谷明彦
    • Journal Title

      応用数理

      Volume: 24(4) Pages: 7-15

    • NAID

      110009900558

    • Related Report
      2014 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] Cluster Newton Method for Sampling Multiple Solutions of Underdetermined Inverse Problems: Application to a Parameter Identification Problem in Pharmacokinetics2014

    • Author(s)
      Yasunori Aoki
    • Journal Title

      SIAM J. Scientific Computing

      Volume: 36 Issue: 1 Pages: 122-141

    • DOI

      10.1137/120885462

    • Related Report
      2013 Research-status Report
    • Peer Reviewed / Open Access
  • [Journal Article] Corrigendum to: A geometric view of Krylov subspace methods on singular systems2014

    • Author(s)
      Hayami, K. and Sugihara, M.
    • Journal Title

      Numerical Linear Algebra with Applications

      Volume: 18 Issue: 5 Pages: 1-1

    • DOI

      10.1002/nla.1931

    • Related Report
      2013 Research-status Report
    • Peer Reviewed
  • [Journal Article] FGMRES for linear discrete ill-posed problems2013

    • Author(s)
      Morikuni, K., Reichel, L., and Hayami, K.
    • Journal Title

      Applied Numerical Mathematics

      Volume: 75 Pages: 175-187

    • DOI

      10.1016/j.apnum.2013.08.004

    • Related Report
      2013 Research-status Report
    • Peer Reviewed
  • [Journal Article] Inner-iteration Krylov subspace methods for least squares problems2013

    • Author(s)
      Morikuni, K., and Hayami, K.,
    • Journal Title

      SIAM Journal on Matrix Analysis and Applications

      Volume: 34(1) Issue: 1 Pages: 1-22

    • DOI

      10.1137/110828472

    • Related Report
      2012 Research-status Report
    • Peer Reviewed
  • [Presentation] Modulus Iterative Method for Least Squares Problems wit Box Constraints2015

    • Author(s)
      Zheng, N., Hayami, K., and Yin, J.-F.
    • Organizer
      Hong Kong-Tokyo Workshop on Scientific Computing
    • Place of Presentation
      国立情報学研究所(東京都千代田区)
    • Year and Date
      2015-04-06
    • Related Report
      2014 Annual Research Report
  • [Presentation] Right preconditioned MINRES for singular linear systems2015

    • Author(s)
      Sugihara, K., Hayami, K.
    • Organizer
      情報技術、応用数学そして科学に関する国際ワークショップ(IMS2015)
    • Place of Presentation
      京都市生涯学習総合センター(京都府京都市)
    • Year and Date
      2015-03-26
    • Related Report
      2014 Annual Research Report
  • [Presentation] Modulus-type inner-outer iterative methods for nonnegative constrained least squares problems2015

    • Author(s)
      Zheng, N., Hayami, K.*, and Yin, J.-F.,
    • Organizer
      The 18th International Conference on Finite Elements in Flow Problems
    • Place of Presentation
      Regent Taipei, Taipei, Taiwan
    • Year and Date
      2015-03-18
    • Related Report
      2014 Annual Research Report
    • Invited
  • [Presentation] Krylov subspace methods preconditioned by inner iterations for rank-deficient least squares problems2015

    • Author(s)
      Morikuni, K., Hayami, K., and Rozloznik, M.
    • Organizer
      SIAM Conference on Computational Science and Engineering
    • Place of Presentation
      The Calvin L. Rampton Salt Palace Convention Center, Salt Lake City, Utah, U.S.A.
    • Year and Date
      2015-03-14
    • Related Report
      2014 Annual Research Report
  • [Presentation] Modulus-Type Inner Outer Iterative Methods for Nonnegative Constrained Least Squares Problems2014

    • Author(s)
      Zheng, N., Hayami, K., and Yin, J.-F.
    • Organizer
      日本応用数理学会「行列・固有値問題の解法とその応用」研究部会, 第18回研究会
    • Place of Presentation
      東京大学工学部6号館(東京都文京区)
    • Year and Date
      2014-12-25
    • Related Report
      2014 Annual Research Report
  • [Presentation] Application of Inner-iteration Krylov Subspace Method to Linear Programming Problems2014

    • Author(s)
      Cui, Y., Morikuni, K., Tsuchiya, T., and Hayami, K.
    • Organizer
      日本応用数理学会「行列・固有値問題の解法とその応用」研究部会, 第18回研究会,
    • Place of Presentation
      東京大学工学部6号館(東京都文京区)
    • Year and Date
      2014-12-25
    • Related Report
      2014 Annual Research Report
  • [Presentation] 実対称特異線形方程式へのMINRES 法と GMRES 法の適用について2014

    • Author(s)
      杉原光太, 速水謙
    • Organizer
      日本応用数理学会 環瀬戸内応用数理研究部会, 第18回シンポジウム
    • Place of Presentation
      加計学園国際学術交流センター(岡山県倉敷市)
    • Year and Date
      2014-12-05
    • Related Report
      2014 Annual Research Report
  • [Presentation] Modulus Iterative Methods for Least Squares Problems with Nonnegative Constraints2014

    • Author(s)
      Zheng, N., Hayami, K.*, and Yin, J.-F.,
    • Organizer
      Lecture at the Department of Mathematics, Tongji University
    • Place of Presentation
      Department of Mathematics, Tongji University、Shanghai、China
    • Year and Date
      2014-10-30
    • Related Report
      2014 Annual Research Report
    • Invited
  • [Presentation] Modulus-type inner-outer iteration methods for nonnegative constrained least squares problems2014

    • Author(s)
      Zheng, N., Hayami, K., and Yin, J.-F.
    • Organizer
      The Fifth International Conference on Numerical Algebra and Scientific Computing (NASC 2014)
    • Place of Presentation
      Tongji University, Shanghai, China
    • Year and Date
      2014-10-25 – 2014-10-29
    • Related Report
      2014 Annual Research Report
  • [Presentation] Inner-iteration preconditioning for CG and MINRES-type methods,2014

    • Author(s)
      Morikuni, K., Rozloznik, M., and Hayami, K.,
    • Organizer
      The Fifth International Conference on Numerical Algebra and Scientific Computing (NASC 2014),
    • Place of Presentation
      Tongji University, Shanghai, China
    • Year and Date
      2014-10-25 – 2014-10-29
    • Related Report
      2014 Annual Research Report
  • [Presentation] Improvements to the Cluster Newton Method for Underdetermined Inverse Problems2014

    • Author(s)
      Gaudreau, P., Hayami, K., Aoki, Y., Safoui, H., and Konagaya, A.,
    • Organizer
      生命医薬情報学連合大会(IIBMP2014),
    • Place of Presentation
      仙台国際センター(宮城県仙台市)
    • Year and Date
      2014-10-02 – 2014-10-04
    • Related Report
      2014 Annual Research Report
  • [Presentation] Modulus inner-outer iterative method for nonnegative constrained least squares problems2014

    • Author(s)
      Zheng, N., Hayami, K., and Yin, J.-F.,
    • Organizer
      日本応用数理学会2014年度年会
    • Place of Presentation
      政策研究大学院大学(東京都港区六本木)
    • Year and Date
      2014-09-03 – 2014-09-05
    • Related Report
      2014 Annual Research Report
  • [Presentation] Modulus iterative methods for least squares problems with nonnegative constraints,2014

    • Author(s)
      Zheng, N., Hayami, K.*, and Yin, J.-F.,
    • Organizer
      The 19th International Linear Algebra Society Conference(ILAS2014)
    • Place of Presentation
      Sungkyunkwan University, Seoul, Korea
    • Year and Date
      2014-08-06 – 2014-08-09
    • Related Report
      2014 Annual Research Report
  • [Presentation] Modulus Iterative Methods for Least Squares Problems with Nonnegative Constraints,2014

    • Author(s)
      Zheng, N., Hayami, K.*, and Yin, J.-F.,
    • Organizer
      The Third China-Russia Conference on Numerical Algebra with Applications
    • Place of Presentation
      Jinjiang Hotel, Lanzhou, China
    • Year and Date
      2014-07-17 – 2014-07-18
    • Related Report
      2014 Annual Research Report
    • Invited
  • [Presentation] The Cluster Newton Method and its Improvement for Underdetermined Inverse Problems2014

    • Author(s)
      Aoki, Y., Gaudreau, P., Hayami, K.*, De Sterck, H., Safouhi, H., and Konagaya, A.,
    • Organizer
      Institute of Computational Mathematics and Scientific/Engineering Computing, Chinese Academy of Sciences
    • Place of Presentation
      Institute of Computational Mathematics and Scientific/Engineering Computing, Chinese Academy of Sciences, Beijing, China
    • Year and Date
      2014-07-14
    • Related Report
      2014 Annual Research Report
    • Invited
  • [Presentation] Fast solution methods for least squares problems and their applications2014

    • Author(s)
      Hayami, K., Morikuni, K. and Zheng, N.
    • Organizer
      自然科学研究機構 新分野創成センター・イメージングサイエンス研究分野 「画像逆問題の理論解析研究会」
    • Place of Presentation
      国立天文台, 三鷹キャンパス
    • Related Report
      2013 Research-status Report
    • Invited
  • [Presentation] AOR Inner-Iteration GMRES Method for Least Squares Problems2014

    • Author(s)
      Liu, L., Morikuni, K., Hayami, K., and Yin, J.-F.
    • Organizer
      Workshop on Structured Preconditioning and Iterative Methods with Applications
    • Place of Presentation
      Tsinghua Sanya International Mathematics Forum (TSIMF), Hainan Island, China
    • Related Report
      2013 Research-status Report
    • Invited
  • [Presentation] Image reconstruction for electron microscopes2013

    • Author(s)
      Morikuni, K., Hosoda, Y., and Hayami, K.
    • Organizer
      Workshop on Numerical Analysis and Scientific Computing
    • Place of Presentation
      Tongji University, China
    • Related Report
      2013 Research-status Report
    • Invited
  • [Presentation] Cluster Newton Method: An Algorithm for Solving Underdetermined Inverse Problems: An Application to a Pharmacokinetics Model2013

    • Author(s)
      Aoki, Y., Hayami,K., De Sterck, H. and Konagaya, A.
    • Organizer
      Workshop on Numerical Analysis and Scientific Computing
    • Place of Presentation
      Tongji University, China
    • Related Report
      2013 Research-status Report
    • Invited
  • [Presentation] Inner-iteration preconditioning for the minimum-norm solution of rank-deficient linear systems2013

    • Author(s)
      Morikuni, K. and Hayami, K.
    • Organizer
      The 18th Conference of the International Linear Algebra Society (ILAS 2013)
    • Place of Presentation
      Providence, RI, USA
    • Related Report
      2013 Research-status Report
  • [Presentation] Sampling Families of Solutions using the Cluster Newton Method for an Underdetermined Inverse Problem: Parameter Identification for Pharmacokinetics2013

    • Author(s)
      Gaudreau, P., Hayami, K., Aoki, Y., Safouhi, H. and Konagaya, A.
    • Organizer
      第42回数値解析シンポジウム
    • Place of Presentation
      松山道後温泉 道後館
    • Related Report
      2013 Research-status Report
  • [Presentation] Inner-iteration preconditioners for the minimum-norm solution of rank-deficient systems2013

    • Author(s)
      Morikuni, K. and Hayami, K.
    • Organizer
      International Conference on Preconditioning Techniques for Scientific and Industrial Applications
    • Place of Presentation
      Oxford, UK
    • Related Report
      2013 Research-status Report
  • [Presentation] Inner-iteration Krylov subspace methods for least squares problems2013

    • Author(s)
      Morikuni, K. and Hayami, K.
    • Organizer
      2013 SIAM Annual Meeting, SIAM Student Paper Prize Winners Presentation session
    • Place of Presentation
      San Diego, USA
    • Related Report
      2013 Research-status Report
    • Invited
  • [Presentation] Sampling families of solutions using the Cluster Newton method for an underdetermined inverse problem: Parameter identification for pharmacokinetics2013

    • Author(s)
      Gaudreau, P., Hayami, K., Aoki, Y., Safouhi, H., and Konagaya, A.
    • Organizer
      Recent Developments in Numerical Methods for Seismic Inverse Problems & Applications
    • Place of Presentation
      University of Calgary, Canada
    • Related Report
      2013 Research-status Report
  • [Presentation] 最小二乗問題の新解法と逆問題への応用2013

    • Author(s)
      速水 謙
    • Organizer
      数学月間懇話会(第9回)
    • Place of Presentation
      東京大学数理科学研究科
    • Related Report
      2013 Research-status Report
    • Invited
  • [Presentation] 劣決定逆問題に対するCluster Newton法と改良‐薬物動態モデルのパラメタ推定への応用-2013

    • Author(s)
      速水 謙
    • Organizer
      第2回岐阜数理科学研究会
    • Place of Presentation
      飛騨高山まちの博物館研修室
    • Related Report
      2013 Research-status Report
    • Invited
  • [Presentation] Improvements to the Cluster Newton Method for Underdetermined Inverse Problems -Pararameter Identification for Pharmacokinetics-2013

    • Author(s)
      Latt, K. M.-M., Gaudreau, P.J., Hayami, K., Aoki, Y., Safoui, H. and Konagaya, A.,
    • Organizer
      CBI学会2013年大会-生命医薬情報学連合大会-, Poster presentation, C-4-05
    • Place of Presentation
      タワーホール船堀, 東京
    • Related Report
      2013 Research-status Report
  • [Presentation] Modulus iterative methods for box constrained least squares problems2013

    • Author(s)
      Zheng, N., Hayami, K. and Yin, J.-F.
    • Organizer
      2013 NCTS Workshop on Numerical Linear Algebra and High Performance Computing (2013 NLA-HPC)
    • Place of Presentation
      NCTS, National Tsing-Hua University, Hsinchu, Taiwan
    • Related Report
      2013 Research-status Report
    • Invited
  • [Presentation] AOR Inner-Iteration GMRES Methods for Least Squares Problems2013

    • Author(s)
      Liu, L., Hayami, K. and Yin, J.-F.
    • Organizer
      日本応用数理学会 「行列・固有値問題の解法とその応用」研究部会 第16回研究会
    • Place of Presentation
      東京大学
    • Related Report
      2013 Research-status Report
  • [Presentation] SOR inner-iteration GMRES for underdetermined least squares problems2012

    • Author(s)
      Morikuni, K. and Hayami, K.,
    • Organizer
      Minisymposium MS 34. Least squares methods and applications, 2012 SIAM Conference on Applied Linear Algebra, http://siamla2012.webs.upv.es/
    • Place of Presentation
      Universitat Politecnica de Valencia, Spain
    • Related Report
      2012 Research-status Report
  • [Presentation] GMRES methods preconditioned with inner iterations for general least squares problems2012

    • Author(s)
      Morikuni, K. and Hayami, K.,
    • Organizer
      日本応用数理学会2012年度年会
    • Place of Presentation
      稚内全日空ホテル.
    • Related Report
      2012 Research-status Report
  • [Presentation] Inner iterations for generalized minimal residual (GMRES) methods with numerical performance2012

    • Author(s)
      Nawar, R., Hayami, K., and Morikuni, K.,
    • Organizer
      日本応用数理学会2012年度年会
    • Place of Presentation
      稚内全日空ホテル
    • Related Report
      2012 Research-status Report
  • [Presentation] 電子顕微鏡の画像再構成逆問題2012

    • Author(s)
      保國 惠一, 細田 陽介, 速水 謙
    • Organizer
      平成24年 電気学会 電子・情報・システム部門大会
    • Place of Presentation
      弘前大学
    • Related Report
      2012 Research-status Report
  • [Presentation] Inner-iteration GMRES methods for least squares problems2012

    • Author(s)
      Hayami, K. and Morikuni, K.
    • Organizer
      3rd Dolomites Workshop on Constructive Approximation and Applications (DWCAA12), Session on Approximation Methods in Numerical Linear Algebra, http://events.math.unipd.it/dwcaa2012/
    • Place of Presentation
      Alba di Canazei, Trento, Italy
    • Related Report
      2012 Research-status Report
  • [Presentation] GMRES methods with inner iterations for least squares problems2012

    • Author(s)
      Morikuni, K. and Hayami, K.,
    • Organizer
      The Fourth International Conference on Numerical Algebra and Scientific Computing, (NASC2012), http://lsec.cc.ac.cn/~NASCNAG/NASC_pages/Conf_pages/NASC12_pages/geninfo.html
    • Place of Presentation
      Dalian, China
    • Related Report
      2012 Research-status Report
  • [Presentation] 最小二乗問題と反復解法

    • Author(s)
      速水 謙, 保國惠一
    • Organizer
      日本応用数理学会 3部会連携応用数理セミナー
    • Place of Presentation
      東京大学工学部
    • Related Report
      2012 Research-status Report
    • Invited
  • [Presentation] 薬物動態モデルにおける劣決定逆問題に対するCluster Newton法とその応用

    • Author(s)
      小長谷明彦, 速水 謙, 青木康憲, De Sterck, H.
    • Organizer
      CREST ワークショップ, 医療画像診断と幾何学・数値解析の接点
    • Place of Presentation
      東京大学大学院数理科学研究科
    • Related Report
      2012 Research-status Report
    • Invited
  • [Book] 応用数理ハンドブック (薩摩順吉, 大石進一, 杉原正顯 編), 最小二乗問題の数値解法2013

    • Author(s)
      速水 謙
    • Publisher
      朝倉書店
    • Related Report
      2013 Research-status Report
  • [Book] 薩摩順吉, 大石進一, 杉原正顯 編, 応用数理ハンドブック, 「最小二乗問題の数値解法」の項目2013

    • Author(s)
      速水 謙
    • Total Pages
      2
    • Publisher
      朝倉書店
    • Related Report
      2012 Research-status Report
  • [Remarks]

    • URL

      http://researchmap.jp/KenHayami/?lang=japanese

    • Related Report
      2014 Annual Research Report
  • [Remarks]

    • URL

      http://research.nii.ac.jp/~hayami/index-j.htm

    • Related Report
      2014 Annual Research Report
  • [Remarks] Read & Researchmap

    • URL

      http://researchmap.jp/KenHayami/

    • Related Report
      2012 Research-status Report
  • [Remarks] 速水 謙 ホームページ (国立情報学研究所)

    • URL

      http://research.nii.ac.jp/~hayami/index-j.htm

    • Related Report
      2012 Research-status Report
  • [Remarks] 国立情報学研究所 研究者紹介

    • URL

      http://www.nii.ac.jp/faculty/informatics/hayami_ken/

    • Related Report
      2012 Research-status Report

URL: 

Published: 2013-05-31   Modified: 2019-07-29  

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