| Scope and form: Lectures one weekly afternoon during the semester. |
| Evaluation: Project report
|
| Examination: Pass/fail |
| Prerequisites: Basic knowledge of numerical analysis |
| Aim: The course describes the numerical treatment of inverse problems, with emphasis on various algorithms for computing stabilized solutions via incorporation of a priori information. The characteristics of inverse problems are discussed with emphasis on those aspects that influence their numerical solution. The inversion algorithms are described and compared in a commen framework, and their stable and efficient numerical implementation is discussed. The theory is illustrated with examples from e.g. seismology and signal processing. |
| Contents: Introduction to inverese problems. Discretization methods. Numerical linear algebra for discrete inverse problems; QR-factorization, singular value decomposition (SVD), and conjugate gradients (CG). Analysis of discrete ill-posed problems by means of the L-curve. Direct and iterative regularization methosd. Choice of smoothing norm and regularization parameter. Computer exercises using Matlab and Regularization Tools. |
| Contact: Per Christian Hansen, building 305, (+45) 4525 3097, pch@imm.dtu.dk |
| Department: 002 Informatics and Mathematical Modelling |
| Course URL: http://www.imm.dtu.dk/courses/02906 |
| Signup: Secretary Dorte Thøgersen, Department of Mathematical Modelling, Phone 45 25 30 70 |
| Updated: 07-05-2001 |
