Early stopping of Landweber iteration 2026-10-05
The Landweber spectral filter progressively admits smaller singular-value components. Its approximation bias tends to zero on exact admissible data, but its noise amplification grows. With , a sufficient a priori regularization parameter choice is and . Taking regularization parameter expresses this as and ; the noise-bias decomposition for linear regularization proves convergence.
Past exam of the mathematics course of the University of Cambridge 2018 iii Paper 326 2 1 c Solution Created 2026-10-03 Updated 2026-10-05
Starting from zero, the Landweber iteration isFor , take the step size . Iterating the linear update givesand its Landweber spectral filter in a singular system of a compact operator isThe strict upper step size bound makes for every positive singular value. A common more restrictive choice is , giving nonnegative damping factors. Each finite iterate is bounded and linear; early stopping of Landweber iteration controls the amplification of noise as smaller singular values are progressively inverted. If , every iterate is zero for any positive step size.
Past exam of the mathematics course of the University of Cambridge 2018 iii Paper 335 3 iii Solution Created 2026-10-03 Updated 2026-10-05
Write and retain the Landweber relaxation parameter . The printed allows the fixed choice , since then . It does not justify a unit step: the scalar linear operator has norm below , but unit-step error is multiplied by and diverges. We use throughout.
From the recurrence and , induction yields the closed formFor the compact operator in part ii, take a singular system of a compact operator with , and . Thus are the eigenvalues of ; this fixes the notation implicit in the printed hint. In the singular component , the recurrence isSumming the geometric series gives the Landweber spectral filterThere is no contribution from data in or from in the reconstruction. Starting at zero is what selects the minimum-norm least-squares solution.
For fixed , , so the numerator tends to . The assumption is the Picard criterionwith an arbitrary additional component in . The squared reconstruction error isEach term tends to zero and is bounded by a summable term from the Picard criterion. The dominated convergence theorem therefore proves , where is the Moore–Penrose inverse of an operator.
For each finite , the regularization of an inverse problem is stable. Set . The geometric series and implyConsequently the Landweber noise amplification bound in this general step-size convention is . If additionally , the sharper numerator bound gives .
To see the regularization parameter directly, put . Modes with have numerator approximately , so their inverse coefficient is approximately rather than . Each fixed nonzero mode is eventually restored as . ThusThe finite iterates suppress unstable small singular values; infinitely many iterations remove this suppression. For noisy data , the noise-bias decomposition for linear regularization givesChoosing and proves noisy-data convergence. The reciprocal iteration index is a regularization parameter, and early stopping controls noise amplification.
Past exam of the mathematics course of the University of Cambridge 2019 iii Paper 335 3 iii a Solution Created 2026-10-03 Updated 2026-10-05
Use early stopping of Landweber iteration. For each finite , the Landweber spectral filter gives a bounded reconstruction operator; as , it approaches the generalized inverse on exact admissible data. Taking , a sufficient rule for a convergent regularization of an inverse problem isor equivalently and . For example, satisfies both in the normalized problem. The first condition removes exact-data bias; the second prevents arbitrarily small measurement errors from being amplified by excessive iteration.
Past exam of the mathematics course of the University of Cambridge 2019 iii Paper 335 3 iv Solution Created 2026-10-03 Updated 2026-10-05
On each left singular vector , use and . The finite geometric series givesThus with , the dimensionless Landweber spectral filter isThe full inverse-coefficient convention instead uses . With general step , replace inside the power by .
In the normalized problem, , so the inverse coefficient is at most . This verifies directly why finite iteration is stable and why admitting progressively smaller singular values eventually amplifies noise.
Landweber filters and progressive noise amplification
. More iterations admit smaller singular-value components. The damping factor tends toward one, while the coefficient applied to measured data approaches the unstable reciprocal singular value.