A New TwIST: TwoStep Iterative Shrinkage/Thresholding Algorithms for Image Restoration


 Elmer Hamilton
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1 SUBMITTED FOR PUBLICATION; A Ne TIST: ToSte Iterative Shrinkage/Thresholding Algorithms for Image Restoration José M. BioucasDias, Member, IEEE, and Mário A. T. Figueiredo, Senior Member, IEEE Abstract Iterative shrinkage/thresholding (IST) algorithms have been recently roosed to handle a class of convex unconstrained otimization roblems arising in image restoration and other linear inverse roblems. This class of roblems results from combining a linear observation model ith a nonquadratic regularizer (e.g., total variation, or aveletbased regularization). It haens that the convergence rate of these IST algorithms deends heavily on the linear observation oerator, becoming very slo hen this oerator is illconditioned or illosed. In this aer, e introduce toste IST (TIST) algorithms, exhibiting much faster convergence rate than IST for illconditioned roblems. For a vast class of nonquadratic convex regularizers (l norms, some Besov norms, and total variation), e sho that TIST converges to a minimizer of the objective function, for a given range of values of its arameters. For noninvertible observation oerators, e introduce a monotonic version of TIST (MTIST); although the convergence roof does not aly to this scenario, e give exerimental evidence that MTIST exhibits similar seed gains over IST. The effectiveness of the ne methods are exerimentally confirmed on roblems of image deconvolution and of restoration ith missing samles. Key Words: Inverse roblems, deconvolution, convex otimization, avelets, total variation, regularization, otimization. A. Problem Formulation I. INTRODUCTION Inverse roblems abound in many alication areas of signal/image rocessing: remote sensing, radar imaging, tomograhic imaging, microscoic imaging, astronomic imaging, digital hotograhy [1], [5], [34]. Image restoration is one of the earliest and most classical linear inverse roblems in imaging, dating back to the 1960 s [1]. In an inverse roblem, the goal is to estimate an unknon original signal/image x from a (ossibly noisy) observation y, roduced by an oerator K alied to x. When K is linear, e have a linear inverse roblem (LIP). Although e only reort image restoration exeriments, all the results herein resented are of general alicability in LIPs. Many aroaches to LIPs define a solution x (e.g., a restored image/signal) as a minimizer of a convex objective function This ork as artially suorted by Fundação ara a Ciência e Tecnologia (FCT), Portuguese Ministry of Science and Higher Education, under roject POSC/EEACPS/61271/2004. Both authors are ith the Instituto de Telecomunicações, and the Deartment of Electrical and Comuter Engineering, Instituto Suerior Técnico, Lisboa, Portugal. and A reliminary, much shorter version of this aer as submitted to the IEEE International Conference on Image Processing ICIP f : X R = [, + ], given by f(x) = 1 2 y Kx 2 + λφ(x), (1) here K : X Y is the (linear) direct oerator, X and Y are real Hilbert saces (both ith norm denoted as ), Φ : X R is a function (hose meaning and role ill be discussed in the next aragrahs), λ [0, + [ is a arameter. In a regularization frameork, minimizing f is seen as a ay of overcoming the illconditioned, or singular, nature of K, hich recludes inverting it. In this context, Φ is called the regularizer and λ the regularization arameter [5]. In a (finitedimensional) Bayesian setting, the reasoning behind (1) is as follos. Assume that y = Kx+, here is a samle of a hite zeromean Gaussian random vector/field, of variance σ 2 ; let (x) be the adoted rior; thus, the logarithm of the a osteriori density is log (x y) = f(x) (u to a constant), ith λ = σ 2 and Φ(x) = log(x); maximum a osteriori estimates are thus minimizers of f (see [2] and references therein). Desite this ossible interretation of (1), e ill refer to Φ simly as the regularizer. Regardless of the adoted formal frameork, the intuitive meaning of f is simle: minimizing it corresonds to looking for a comromise beteen the lack of fitness of a candidate estimate x to the observed data, measured by y Kx 2, and its degree of undesirability, given by Φ(x). The regularization arameter λ controls the relative eight of the to terms. A more detailed discussion of Φ ill be ostoned to Section II; suffice it to say here that the current stateoftheart regularizers for image restoration are nondifferentiable. Examles of such choices are totalvariation (TV) regularization [10], [14], [41] and aveletbased regularization [12], [21], [22], [38]. The nondifferentiable nature of f, together ith the huge dimension of its argument (for a tyical image, X = R ), lace its minimization beyond the reach of standard offtheshelf otimization methods. Of course not all aroaches to LIPs lead to convex otimization roblems such as (1). For examle, some aveletbased deconvolution aroaches do not lead to an otimization roblem [30], [39]. Hoever, this aer is strictly concerned ith algorithms for minimizing (1), and ill not discuss its relative merits ith resect to other criteria, nor the relative merits of different choices of Φ. B. Previous Algorithms In recent years, iterative shrinkage/thresholding (IST) algorithms (described in Section IV), tailored for objective
2 SUBMITTED FOR PUBLICATION; functions ith the form (1), ere indeendently roosed by several authors in different frameorks. IST algorithms for aveletbased deconvolution ere first derived in [40] (see also [27]) under the exectationmaximization (EM) frameork and, later [28], using a majorizationminimization (MM, see [32]) aroach. In [20], IST algorithms ere laced on solid mathematical grounds, ith a rigorous convergence roof in an infinite dimensional setting. A roof for the finite dimensional case as indeendently resented in [4]. IST algorithms have been indeendently roosed in [23], [24], [44], [45]. Recently, aer [18] brought imortant contributions to the understanding of a class of objective functions hich contains f, as ell as of a class of algorithms (termed forardbackard slitting) hich includes IST. A different (not IST) algorithm, roosed in [6], [7], under a generalized EM frameork [48], as recently shon to also be an MM scheme [26]. That algorithm, hich e ill refer to as IRS (iterative reeighted shrinkage) as shon to be much faster than IST hen K is strongly illconditioned. Conversely, for mildly illconditioned K and medium to strong noise, IST is faster than IRS [26]. C. Contributions This aer introduces a ne class of iterative schemes, bringing together the best of IRS and IST. Algorithms in this class have a toste IST (TIST) structure, i.e., each iterate deends on the to revious iterates, rather than only on the revious one. For illconditioned (but invertible) linear observation oerators, e rove (linear) convergence of TIST to minima of the objective function f, for a certain range of the algorithm arameters, and derive bounds for the convergence factor. As a byroduct of this analysis, e rovide a bound for the convergence factor of IST in the case of invertible oerators hich, to best of our knoledge, as not available in the literature. Exerimental results (in aveletbased and TVbased deconvolution) confirm that TIST algorithms can be tuned to converge much faster than the original IST versions, secially in severely illconditioned roblems. Similarly to the IRS algorithm [7], [26], the seed gains can reach u to orders of magnitude in a tyical benchmark roblem (e.g., 9 9 uniform blur). Conversely, in ell conditioned LIPs, TIST is still faster than IST (although not as much as in severely illconditioned LIPs), thus faster than IRS [26]. The convergence roof mentioned in the revious aragrah alies only to invertible linear oerators. For the noninvertible case, e introduce a monotonic variant of TIST, termed MTIST. Although e do not have a roof of convergence, e give exerimental evidence that, ith a noninvertible oerator, MTIST also exhibits a large seed advantage over IST. D. Summary of the Paer In Section II, e revie several choices of Φ in the context of denoising roblems, the solution of hich lays a central role in IST and TIST. Section III studies the existence and uniqueness of minimizers of f. The IST and IRS algorithms are revieed in Section IV, together ith revious results on the convergence of IST. The TIST algorithm is introduced in Section V, hich also contains the central theorem of the aer. Finally, exerimental results are reorted in Section VI. Aendices contain brief revies of basic results from convex analysis and other mathematical tools, as ell as the roofs of the ne results resented. II. REGULARIZERS AND DENOISING A. Denoising ith Convex Regularizers Denoising roblems are LIPs in hich K is the identity, Kx = x. In this case, the objective function (1) simlifies to here d y : X R, f den = (1/2)d 2 y + λφ, d y (x) = x y. (2) We adot the folloing standard assumtions about the regularizer Φ : X R: it is convex, loer semicontinuous (lsc), and roer (see Aendix A for definitions and imlications of these roerties). The fact that Φ is lsc and roer and d 2 y is a continuous, realvalued, coercive function (lim x d 2 y(x) = ), guarantees that f den is lsc, roer, and coercive. Consequently, the set of minimizers of f den is not emty (Theorem 5, Aendix A). Finally, the strict convexity of d 2 y imlies strict convexity of f den (Theorem 7, Aendix A), thus its minimizer is unique; this allos defining the denoising function (also knon as the Moreau roximal maing [18], [36], [43]) Ψ λ : X X as { } d 2 y (x) Ψ λ (y) = argmin + λφ(x). (3) x 2 In the folloing subsections, e describe in detail the classes or regularizers considered in this ork, as ell as the corresonding denoising functions. B. Denoising ith 1Homogeneous Regularizers A function Φ that satisfies Φ(ζ x) = ζ Φ(x), for all ζ 0 and x X, is called ositively homogeneous of degree 1 (hd 1). Let Υ(X) denote the set of functions Φ : X R that are convex, lsc, roer, and hd1. An imortant recent result states that denoising ith regularizers from Υ(X) corresonds to the residual of the rojection onto a convex set, as formalized in the folloing theorem (see [10], [18], [35] for roofs): Theorem 1: If Φ Υ(X), then the denoising function Ψ λ defined in (3) is given by Ψ λ (y) = y P λc (y), (4) here C X is a closed convex set deending on the regularizer Φ, and P A : X X denotes the orthogonal rojection oerator onto the convex set A X.
3 SUBMITTED FOR PUBLICATION; C. Total Variation In the original formulation of totalvariation (TV) [10], [14], [41], X is an infinitedimensional Hilbert sace L 2 (I), here I is a bounded oen domain of R 2, e.g., Ω =]0, 1[ 2. With digital images, X is simly a finitedimensional sace of ixel values on a 2D lattice, say X = R m, equied ith the Euclidean norm; thus discrete TV regularizers have to be used [10], [11]. Standard choices are the isotroic and nonisotroic discrete TV regularizers, given, resectively, by Φ itv (x) = ( h i x)2 + ( v i x)2 (5) i Φ nitv (x) = i h i x + v i x, (6) here h i and v i denote horizontal and vertical (on the 2D lattice) firstorder local difference oerators (omitting boundary corrections). It s clear from (5) and (6) that Φ itv, Φ nitv Υ(R m ). Although there is no closed form for the rojection onto C, i.e., to solve the TV denoising roblem, fast iterative methods have been recently introduced [10], [11], [19], [29]. D. Weighted l Norm Weighted l norms, for 1, are defined as ( ) 1/ Φ l (x) = x, = i x i, (7) here = [ 1, 2,..., i,...], ith i 0 and 1. The underlying Hilbert sace is simly X = R m, in the finitedimensional case (ith the sum in (7) extending from i = 1 to i = m), or X = l 2 (N), in the infinitedimensional case (here the sum in (7) is for i N). Being a norm, Φ l clearly belongs to Υ. The denoising function Ψ λ under a Φ l regularizer cannot be obtained in closed form, excet in some articular cases, the most notable of hich is = 1; in this case, Ψ λ is the ell knon softthresholding function [22], that is Ψ λ (z) = x = [ x 1,..., x i,...], ith x i = soft(z i, λ i ) = sign(z i )max {0, z i λ i }. (8) Next, e discuss some aroaches involving Φ l regularizers. 1) Orthogonal Reresentations: A classical aroach consists in modeling images as elements of some Besov sace B a (L (I)), here I = [0, 1] 2 is the unit square. The adoted regularizer is then the corresonding Besov norm B a (L (I)), hich has an equivalent eighted l sequence norm of avelet coefficients on an orthogonal avelet basis (see [12] for details). To exloit this equivalence, the roblem is formulated.r.t. the coefficients, rather than the image itself. Letting W : X B a (L (I)) denote the linear oerator that roduces an image from its avelet coefficients, the objective function becomes i f(x) = 1 2 d2 y (HWx) + λφ l (x), (9) here the eights deend on the scale of each coefficient and on the arameters ( and a) of the Besov norm (see [12]), and H is the observation oerator. In ractice, for digital images, X is finitedimensional, say X = R m, Φ l is a eighted l norm on R m, and W R m m is an unitary m m matrix. Notice that (9) has the same form as (1), ith K = HW and Φ = Φ l. 2) Frames and Redundant Reresentations: Another formulation (in a finitedimensional setting) leading to an objective function ith the same form as (9) is the folloing. Let the columns of W contain a redundant dictionary (e.g., a frame) ith resect to hich e seek a reresentation of the unknon image. If the image is directly observed, H is the identity; in this case, minimizing (9) corresonds to finding a regularized reresentation of the observed image on the dictionary W [23], [24]. For = 1, this is the ellknon basisursuit denoising criterion [16]. If the original image is not directly observed (H is not identity), minimizing (9) corresonds to reconstructing/restoring the original image by looking for a (regularized) reresentation on an overcomlete dictionary. This formulation has been used for shiftinvariant aveletbased deconvolution [7], [27], [28]. E. The th Poer of a Weighted l Norm This class of regularizers, defined as Φ l (x) = x, = i i x i, (10) aears in many aveletbased aroaches [7], [20], [27], [28], [29], [42]. This regularizer can also be motivated as being equivalent to the th oer of a Besov norm, B a [20], [35]. (L(I)) For = 1, Φ 1 l = Φ 1 l 1, thus the denoising oerator (3) is given by (8). For > 1, Φ is not hd1, and the denoising l oerator doesn t have the form (4). In this case, hoever, e can rite Ψ λ (z) = x = [ x 1,..., x i,...], ith here S τ, = F 1 τ, x i = S λi,(z i ), (11) is the inverse function of F τ, (x) = x + τ sign(x) x 1. (12) Notice that, for > 1, F τ, : R R is onetoone, thus S τ, = Fτ, 1 is ell defined. The function S τ,, called the shrinkage function, has simle closed forms hen = 4/3, = 3/2, or = 2 [15]. For examle, the function S τ,2 is a simle linear shrinkage, S τ,2 (z) = z/(1 + 2τ). Imortant features of S τ, (for > 1) are: it s strictly monotonic, continuously 1 differentiable, and its derivative is uer bounded by 1 (since the derivative of its inverse F τ, is uniformly loer bounded by 1) [20]. 1 Continuous differentiability is not claimed in [20], only its differentiability. Hoever, the continuity (for > 1) of the derivative of S τ,, denoted S τ,, is easily shon. Firstly, it s trivial to check that lim x 0 S τ, (x) = 0, here S τ,(x) = 1/F τ,(s τ,(x)). Secondly, it s also easy to sho, via the definition of derivative, that S τ, (0) = 0.
4 SUBMITTED FOR PUBLICATION; III. EXISTENCE AND UNIQUENESS OF SOLUTIONS The existence and uniqueness of minimizers of (1) are addressed in the folloing roosition, the roof of hich can be found in [18, Proositions 3.1 and 5.3]. Proosition 1: Let f : X R be defined as in (1), here oerator K : X Y is linear and bounded, and Φ : X R is a roer, lsc, convex function. Let G denote the set of minimizers of f. Then, (i) if Φ is coercive, then G is nonemty; (ii) if Φ is strictly convex or K is injective, then G contains at most one element; (iii) if K is bounded belo, that is, if there exists κ ]0, + ], such that, for any x X, Kx κ x, then G contains exactly one element. We ill no comment on the alication of Proosition 1 to the several regularization functions above considered. If all the eights are strictly ositive ( i > 0, i ), both the eighted l norm and its th oer (for 1) are coercive (see [10, Proosition 5.15 and Problem 5.18], thus Proosition 1 (i) ensures existence of minimizers of f. Under these regularizers, if K is injective, the minimizer is unique; otherise, the minimizer is unique ith Φ l, ith > 1 (hich is strictly convex). In the finitedimensional case (X = R m ), injectivity of K is sufficient to guarantee existence and uniqueness of the solution (under any convex regularizer, strictly or not, coercive or not). This results from Proosition 1 (iii), because any finitedimensional injective oerator is bounded belo. When Φ is a TV regularizer (e.g., Φ itv or Φ nitv ) and K is not bounded belo, Proosition 1 can not be used to guarantee existence of minimizers of (1). The reason is that TV regularizers are not coercive since they equal zero hen the argument is a constant image. Hoever, under the additional condition that constant images do not belong to the null sace of K, it can still be shon that G is not emty [13]. IV. PREVIOUS ALGORITHMS This section revies algorithms reviously roosed for finding minimizers of f. From this oint on, e focus on the finitedimensional case, X = R m, Y = R n, and denote the standard Euclidean vector norm as 2. A. Iterative Shrinkage/Thresholding (IST) IST algorithms has the form x t+1 = (1 β)x t + β Ψ λ ( xt + K T (y Kx t ) ), (13) here β > 0. The original IST algorithm has the form (13), ith β = 1 [20], [27], [28]. Schemes ith β 1 can be seen as under (β < 1) or over (β > 1) relaxed versions of the original IST algorithm. Each iteration of the IST algorithm only involves sums, matrixvector roducts by K and K T, and the alication of the denoising oeration Ψ λ. In aveletbased methods, Ψ λ is a coefficientise nonlinearity, thus very comutationally efficient. When K reresents the convolution ith some kernel k, the corresonding roduct can be comuted efficiently using the fast Fourier transform (FFT). Convergence of IST, ith β = 1, as first shon in [20]. Later, convergence of a more general version of the algorithm (including β 1), as shon in [18]. The folloing theorem is a simlified version of Theorems 3.4 and 5.5 from [18]; the simlifications result from considering finitedimensional saces (no difference beteen strong and eak convergence) and from (13) being a articular case of the somehat more general version studied in [18]. Theorem 2: Let f be given by (1), here Φ : X R is convex 2 and K 2 2 < 2. Let G, the set of minimizers of f, be nonemty. Fix some x 1 and let the sequence {x t, t N} be roduced by (13), ith β ]0, 1]. Then, {x t, t N} converges to a oint x G. B. Iterative Reeighted Shrinkage (IRS) The IRS algorithm as secifically designed for aveletbased roblems of the form (9), here W contains an orthogonal or redundant avelet basis and the regularizer is not necessarily a eighted l norm [7]. The iterations of the IRS algorithm are given by x t+1 = solution {A t x = b}, (14) ith b = K T y and A t = λd t +K T K, here D t is a diagonal matrix (of nonnegative elements) that deends on x t and Φ. Observe that matrix D t shrinks the comonents of x t+1, thus the term iterative reeighted shrinkage. Each iteration of IRS resembles a eighted ridge regression roblem, ith design matrix K; algorithms ith a similar structure have been used for sarse regression [25], [31]. The huge size of A t forces the use of iterative methods to imlement (14). In [7], this is done ith a toste (or secondorder) stationary iterative method [3], hich e ill next briefly revie. C. Toste Methods for Linear Systems Consider the linear system Ax = b, ith A ositive definite; define a socalled slitting of A as A = C R, such that C is ositive definite and easy to invert (e.g., a a diagonal matrix). A stationary toste iterative method (TSIM) for solving Ax = b is defined as x 1 = x 0 + β 0 C 1 (b Ax 0 ) x t+1 = (1 α)x t 1 + αx t + β C 1 (b Ax t ), (15) for t 1, here x 0 is the initial vector, and α, β, β 0 are the arameters of the algorithm (more on this belo). The designation toste stems from the fact that x t+1 deends on both x t and x t 1, rather than only on x t. The main result concerning TSIM is given in folloing theorem [3, Theorem 5.9]: Theorem 3: Let {x t, t N} be the sequence roduced by (15), ith arbitrary x 0. Let λ 1 and λ m denote the smallest 2 In a finitedimensional sace, every real convex function is continuous, so e can dro the lsc condition.
5 SUBMITTED FOR PUBLICATION; and largest eigenvalues of matrix C 1 A, and κ = λ 1 /λ m be its inverse condition number. Then, {x t, t N} converges to the solution of Ax = b if and only if 0 < α < 2 and 0 <β <2 α/λ m. The otimal asymtotic convergence factor 3 is ρ (1 κ)/(1 + κ), obtained for α = ρ and β = 2 α/(λ 1 +λ m ). With α = 1, the toste method (15) becomes a oneste method for hich the best asymtotic converge factor is ρ (1 κ)/(1 + κ). D. Comaring IST ith IRS It as shon in [7] that, for ill conditioned systems, IRS is much faster than IST. This fact can be traced to the use of the TSIM in each ste of IRS. On the other hand, hen noise is the main factor, and the observation oerator is not too illconditioned, IST outerforms IRS because it uses a closedform (usually nonlinear) denoising ste in each iteration [26]. In fact, in a ure denoising roblem (K = I or K orthogonal), IST (ith β = 1 and initialized ith a zero image) converges in one ste, hile IRS does not. A. Motivation and Definition V. TWOSTEP IST (TWIST) The TIST method roosed in this aer aims at keeing the good denoising erformance of the IST scheme, hile still being able to handle illosed roblems as efficiently as the IRS algorithm. Taking C = I + λd t and R = I K T K in the slitting A = C R of matrix A = λd t +K T K, the toste iteration (15) for the linear system Ax = K T y becomes x t+1 = (1 α)x t 1 + (α β)x t +β C 1 ( x t + K T (y Kx t ) ). (16) Observe the relationshi beteen (13) and (16): the former can be obtained from the latter by setting α = 1 and relacing the multilication by matrix C 1 by the denoising oerator Ψ λ. This similarity suggests a toste version of IST (TIST) as x 1 = Γ λ (x 0 ) (17) x t+1 = (1 α)x t 1 + (α β)x t + β Γ λ (x t ), (18) for t 1, here Γ λ : R m R m is defined as Γ λ (x) = Ψ λ ( x + K T (y Kx) ). (19) A key observation is that TIST, IST, and the original IST ith β = 1 all have the same fixed oints. In fact, elementary maniulation allos shoing that the three folloing equations are equivalent: x = x = x = (1 α)x + (α β)x + β Γ λ (x) (1 β)x + β Γ λ (x) Γ λ (x). 3 See Aendix B for a brief revie of convergence factors. B. Convergence of TIST Fundamental questions concerning TIST are: for hat values of α and β does it converge? Ho does the convergence rate deend of α and β? The main theorem of this aer artially characterizes the convergence of the TIST algorithm, hen f has a unique minimizer. Theorem 4: Let f be given by (1), here Φ is a convex regularizer. Let ξ 1 and ξ m be to real numbers such that 0 < ξ 1 λ i (K T K) ξ m, here λ i ( ) is the ith eigenvalue of its argument, let κ = ξ 1 / ξ m, here ξ m max(1, ξ m ), and ρ 1 κ 1 + < 1. (20) κ Let x be the unique (because K is injective) minimizer of f and define the error vector as e t = x t x and the stacked error vector as ] (i) (ii) (iii) t = [ et+1 e t. (21) There exists a matrix set Q such that t+1 can be ritten as t+1 = Q t t, here Q t Q, for t N (Q t may deend on t ); moreover, if 0 < α < 2 and 0 < β < 2 α/ξ m, then ρ(q t ) < 1, for any Q t Q, here ρ(q t ) is the sectral radius of Q t (see Aendix B). Setting α = α ρ (22) β = β 2 α/(ξ m + ξ 1 ) (23) guarantees that ρ(q t ) = ρ. Setting α = 1 (i.e., the IST algorithm) and guarantees that β = β 2/(ξ m + ξ 1 ), (24) ρ(q t ) ρ 1 κ < 1. (25) 1 + κ (iv) If ξ m < 1, 0 < α 1, and 0 < β < 2 α, then lim t t = 0. Theorem 4 extends the results about the convergence of the linear TSIM (see Section IVC and [3]) to the nonlinear/nondifferentiable case. While the roof in [3] uses linear algebra tools, the ossible nonlinear/nondifferentiable nature of Ψ λ demands nonsmooth analysis techniques [17], [43]. The roof of Theorem 4 can be found in Aendix C. If matrix Q t is not time deendent, i.e. Q t = Q, the condition ρ(q) < 1 ould be sufficient for convergence to zero of t. Hoever, in TIST, Q t is in general not constant, thus ρ(q t ) < 1, t, is not a sufficient condition for convergence to zero of t. Convergence of a nonstationary linear iteration t+1 = Q t t, here Q t belongs to some set of matrices Q, deends on the socalled joint sectral radius (JSR) of Q [47, Proosition 3.2]. Comuting (or bounding) the JSR of (even very small) matrix sets is a hard roblem, currently under active research (see [47] and the many references therein).
6 SUBMITTED FOR PUBLICATION; The convergence stated in Theorem 4 (iv) results from the folloing fact: for α 1, there exists a matrix norm, say a, for hich Q t a ε < 1, for any Q t Q, hich is a sufficient condition for convergence to zero of the iteration t+1 = Q t t. Although, hen α > 1, Theorem 4 does not guarantee convergence, e have observed, in a large number of image deconvolution exeriments, that the algorithm alays converges for a ide range of choices of arameters α and β. In Section VI, e ill discuss ractical rules for choosing these arameters. As in linear stationary algorithms, e have exerimentally verified that ρ and ρ, resectively, are good indicators of the relative seed of TIST and IST. Seeing the algorithms as linear stationary, quantities 1/ log 10 ρ and 1/ log 10 ρ are aroximately the numbers of iterations needed to reduce the error norm by a factor of 10 (see Aendix B). For examle, ith κ 10 4 (common in image restoration), 1/ log 10 ρ 10 2 and 1/ log 10 ρ 10 4 ; i.e., in this case, TIST is exected to be roughly to orders of magnitude faster than IST, as confirmed in our exeriments. To the best of our knoledge, the bound on the convergence factor of IST given by (25) has not aeared reviously in the literature. C. Monotonic Version: MTIST Monotonicity underlies the derivation of many algorithms and is instrumental in several convergence roofs; e.g., the roof of convergence of IST (hich is monotonic for β = 1) in [20]. Monotonicity is not used in our convergence roof of TIST (hich is not necessarily monotonic), but the roof requires the condition that the observation oerator is invertible. To handle noninvertible oerators, e introduce a monotonic version of TIST (MTIST); the rationale is that, even though e can t guarantee convergence of the estimate, monotonicity combined ith the fact that the objective function is bounded belo guarantees convergence of the objective function values f(x t ). Although this is a eaker result, e have observed in many exeriments that MTIST alays converges and still does so much faster than IST. The structure of MTIST is very similar to that of TIST, ith a single difference. Formally, for t > 1, let z be given by (18); then { z f(z) f(xt ) x t+1 = Γ λ (x t ) f(z) > f(x t ). Notice that setting x t+1 = Γ λ (x t ) corresonds to taking a TIST ste ith α = β = 1, that is, a (monotonic) IST ste. VI. EXPERIMENTAL RESULTS In this section, e resent image restoration results illustrating the convergence seed of TIST in comarison ith IST. Our goal is not to assess the erformance of image restoration criteria of the form (1); this has been carried out in several other ublications, in comarison ith other state of the art criteria (see [7], [24], [27], [27], [30], [33]). It s clear that the erformance of such criteria (e.g., in terms of SNR imrovement) does not deend on the otimization algorithms used to imlement them, but only on the choice of the tye of regularizer Φ. On the other hand, the relative convergence seed of the algorithms is essentially deendent on their structure. We consider to classes of regularizers: i) Φ(x) = x 1, here x denotes avelet coefficients of the image to be inferred, and ii) Φ(x) = Φ itv (x), i.e., isotroic TV. See Sections IIC and IID for further details. In the case i) e use the simlest ossible choice of avelet: Haar discrete avelet transform (DWT). We are ell aare that this does not lead to stateoftheart erformance in terms of SNR imrovement; hoever, the conclusions obtained concerning the relative seed of the algorithms are valid for other choices of avelets and enalty functions. To imlement Ψ λ corresonding to the regularizer Φ itv (x), e use the algorithm introduced in [10]. TABLE I EXPERIMENTAL SETTING (W IS THE INVERSE DISCRETE WAVELET TRANSFORM). Ex Image Linear Oerator K Φ(x) BSNR 1 Camera H 1 (9 9 uniform) Φ itv 40dB 2 Camera H 1 W x 1 40dB 3 Lena H 2 [1,4,6,4,1] T [1,4,6,4,1] 256 Φ itv 17dB 4 Lena H 2 W x 1 17dB 5 Camera 40% missing samles Φ itv 40 db Table I shos the setting used in each of the five exeriments conducted. Exeriments 1 and 2 corresond to a strong blur ith lo noise, hereas exeriments 3 and 4 corresond to mild blur ith medium noise. Our aim in choosing these to scenarios is to illustrate that TIST converges much faster than IST in severely illconditioned LIPs and still faster than IST in mildly illconditioned LIPs. In all the exeriments, the oerator K is normalized to have ξ m = 1, thus κ = ξ 1, hich e simly denote as ξ. Finally, exeriment 5 considers a roblem in hich matrix K models the loss of 40% of the image ixels (at random locations); matrix K is thus 0.6 m m, thus noninvertible (40% of its singular values are zero). This exeriment illustrates the behavior of MTIST on an severely illosed (ξ 1 = 0) roblem. Insired by Theorem 4 (ii), the TIST arameters are initially set to α = ρ (26) β = 2 α/(1 + ξ), (27) here ρ is given by (20) and ξ is set according to a qualitative classification: ξ = 10 1 or ξ = 10 3 for, resectively, mildly or severely illconditioned LIPs. This choice may be, of course, far from otimal; e have observed, hoever, that it leads to seeds of convergence very close to the best ones obtained by hand tuning (α, β). The reason for this is that, as illustrated belo, TIST is very robust ith resect to the arameters (α, β), namely for severely illconditioned LIPs. Another alternative is to run a fe TIST iterations, say t 0, for each ξ = 10 i, ith i = 1, 2,... and choose the value that
7 SUBMITTED FOR PUBLICATION; x TIST IST ot 4 x TIST (ξ=10 4 ) TIST (ξ=10 3 ) TIST (ξ=10 2 ) Fig. 1. TVbased deconvolution in a severely illconditioned roblem (exeriment 1). Evolution of the objective function f(x t) roduced by TIST, IST ot, and. SNR Imrovement TIST IST ot Fig. 2. TVbased deconvolution in a severely illconditioned roblem (exeriment 1). Evolution of the SNR imrovement (ISNR) roduced by TIST, IST ot, and. leads to loest value of f(x t0 ). In the exeriments reorted belo, e use this rocedure ith t 0 = 5. The arameter β of IST is set according to Theorem 4 (iii); i.e., β = 2/(1 + ξ). This setting, yields the otimal sectral radius ρ(q t ) associated to the oneste iterative method. We ill refer to this articular otimal version of IST as IST ot and to the original IST (i.e., β = 1) as. Notice that since, in illconditioned roblems, ξ 1 1, the otimal β is very close to the maximum alloed value that guarantees convergence; for examle, for ξ 1 = 10 3, e have β = In all the examles, the algorithms are initialized ith x 0 given by a Wiener filter and the arameter λ is hand tuned for the best SNR imrovement. Exeriments 1 and 2: Fig. 1 shos the evolution of the objective function along the iterations 4 confirming that TIST converges much faster than IST ot and, hich take, resectively, 2400 and 5800 iterations to reach the value of f obtained ith TIST just after 100 iterations. Notice 4 Arguably, the horizontal axes should reresent CPU time instead of number of iterations; hoever, e have verified that the CPU time er iteration differs by less than 1% beteen TIST and IST, so this change ould only imly a change of scale of these horizontal axes Fig. 3. TVbased deconvolution in a severely illconditioned roblem (exeriment 1). Evolution of the objective function f(x t) roduced by TIST, for different arameters (α(ξ), β(ξ)), and by. Notice the lo sensitivity of TIST ith resect to (α(ξ), β(ξ)). also that IST ot converges aroximately tice as fast as. This attern of behavior as systematically observed in severely illconditioned LIPs. Fig. 2 shos the evolution of the SNR imrovement (ISNR) roduced by TIST, IST ot and. As exected 5, ISNR(t) also converges much faster ith TIST than ith and IST ot. Fig. 3 shos the evolution of the objective function f(x t ) roduced by TIST, for different arameters (α(ξ), β(ξ)), and by. Notice the lo sensitivity of TIST ith resect to (α(ξ), β(ξ)). This is a relevant characteristic of TIST, because the otimal setting for (α, β) is rarely kno. In order to assess the imact of the initialization on the relative erformance of the algorithms, e considered to other initialization methods: an all zeros image and the observed image. Table II shos the average (over 10 runs) number of iterations required by and IST ot to reach the value of the objective obtained by 100 iterations of TIST. Initialization ith zeros or the observed image decreases the advantage of TIST by roughly 50%; hoever, the Wiener initialization leads (after 100 iterations) to a final value of f and an ISNR hich are a little better than the other to methods. TABLE II AVERAGE NUMBER OF ITERATIONS REQUIRED BY AND IST OPT TO REACH THE SAME VALUE OF f OBTAINED BY 100 ITERATIONS OF TWIST. Initialization IST ot Wiener filter Zeros Observed image Figs. 4 and 5 lot avelet based deconvolution results obtained ith the setting of exeriment 2. The comments to this figures are similar to those made for Figs. 1 and 3: TIST converges much faster than and IST ot ; TIST has lo sensitivity ith resect to ξ. Exeriments 3 and 4: Figs. 6 and 7 lot results obtained in mildly illconditioned LIP. The first asect to note is that (as 5 ISNR(t) = 10log 10 ( y x / x t x ), here x is the original image.
8 SUBMITTED FOR PUBLICATION; x TIST IST ot 4.8 x TIST IST ot Fig. 4. Waveletbased deconvolution in a severely illconditioned roblem (exeriment 2). Evolution of the objective function f(x t) roduced by TIST, IST ot, and Fig. 7. Waveletbased deconvolution in a mildly illconditioned roblem (exeriment 3). Evolution of the objective function f(x t) roduced by TIST, IST ot, and. 4.8 x TIST (ξ=10 4 ) TIST (ξ=10 3 ) TIST (ξ=10 2 ) 3.5 x MTIST (ξ 1 = 10 3 ) MTIST (ξ 1 = 10 4 ) MTIST (ξ = 10 5 ) 1 IST β = Fig. 5. Waveletbased deconvolution in a severely illconditioned roblem (exeriment 2). Evolution of the objective function f(x t) roduced by TIST, for different arameters (α(ξ), β(ξ)), and by. Notice the lo sensitivity of TIST ith resect to (α(ξ), β(ξ)) Fig. 8. TVbased image restoration from 40% missing samles (exeriment 5). Evolution of the objective function f(x t) roduced by TIST, IST ot, and x TIST IST ot Fig. 6. TVbased deconvolution in a mildly illconditioned roblem (exeriment 3). Evolution of the objective function f(x t) roduced by TIST, IST ot, and. exected) all the algorithms converge much faster than in the severely illconditioned case. The limit situation is a denoising LIP (i.e., K = I or unitary) in hich the solution is obtained in just one ste (ith α = β = 1 and x 0 = 0). The other asect to note is that although the behavior of all the algorithms is almost identical, TIST is still slightly faster than IST. Exeriment 5: In this examle, the goal is not to resent a stateoftheart method for restoration from missing samles, but simly to illustrate the behavior of the algorithms ith a noninvertible observation model. The evolution of the objective function in Figure 8 shos that MTIST converges considerably faster than and IST ith β = In line ith the results reorted in 3 and 5, MTIST is again rather insensitive to the choice of ξ 1 (hich in this case can no longer be related to the minimum singular value of K, hich is zero) Figure 9 shos the observed image (the missing samles are set to the mid level gray value) and the restored image roduced by MTIST.
9 SUBMITTED FOR PUBLICATION; is said to be strict if the inequality holds strictly (<) for any u,v X and any α ]0, 1[. The function f is roer if f(x) <, for at least one x X, and f(x) >, for all x X. The function f is loer semicontinuous (lsc) at v if lim δց0 inf f(x) f(v), x B(v,δ) here B(v, δ) = {x : x v δ} is the δball around v, and is the norm in the Hilbert sace X. A function f is called coercive if it verifies lim x f(x) = +. Proer, lsc, coercive functions lay a key role in otimization because of the folloing theorem (see [43]): Theorem 5: If f is a roer, lsc, coercive, convex function, then inf x X f(x) is finite and the set arg min x X f(x) is nonemty. The next theorems concern strictly convex functions. Theorem 6: If f is a strictly convex function, the set argmin x X f(x) ossesses at most one element. Theorem 7: If f 1 is a convex function, f 2 is a strictly convex function, and 0 < λ <, then λf 2 and f 1 + λf 2 are strictly convex. Fig. 9. TVbased image restoration from 40% missing samles (exeriment 5); to: observed image; bottom: restored image. VII. CONCLUDING REMARKS In this aer e have introduced a ne class of iterative methods, called TIST, hich have the form of toste iterative shrinkage/thresholding (TIST) algorithms. The udate equation deends on the to revious estimates (thus the term toste), rather than only on the revious one. This class contains and extends the iterative shrinkage/thresholding (IST) methods recently introduced. We roved convergence of TIST to minima of the objective function (for a certain range of the algorithm arameters) and derived bounds for the convergence factor as a function of the arameters defining the algorithm. Exerimental results (in aveletbased and TVbased deconvolution) have shon that TIST can in fact be tuned to converge much faster than the original IST, secially in severely illconditioned roblems, here the seed u can reach to orders of magnitude in a tyical deblurring roblem. We have also introduced MTIST, a monotonic variant of TIST, conceived for noninvertible observation oerators; the erformance of MTIST as illustrated on a roblem of image restoration from missing samles. APPENDIX A: CONVEX ANALYSIS We very briefly revie some basic convex analysis results used in this aer. For more details see [43], [49]. Consider a function f : X [, + ] = R, here R is the extended real line, and X is a real Hilbert sace. The function f is convex if f(αu + (1 α)v) αf(u) + (1 α)f(v), for any u,v X and any α [0, 1]. Convexity APPENDIX B: MATRIX NORMS, SPECTRAL RADIUS, CONVERGENCE, CONVERGENCE FACTORS AND CONVERGENCE RATES Given a vector norm, A = max x =1 Ax is the matrix norm of A induced by this vector norm. A vector norm and the corresonding induced matrix norm are consistent, i.e., they satisfy Av A v. When the vector norm is the Euclidean norm (denoted 2 ), the induced matrix norm (also denoted 2 ) is called sectral norm. If A is Hermitian, A 2 = max i λ i (A) = ρ(a), called sectral radius [3]. Key results involving ρ( ) are lim k Ak = 0 ρ(a) < 1, (28) lim k Ak 1/k = ρ(a), (29) A,ε a : A a ρ(a) + ε. (30) Consider the linear system Bx = b, ith solution x and an iterative scheme yielding a sequence of iterates {x t, t N}. For a linear stationary iterative algorithm, the error e t = x t x evolves according to e t = Ae t 1, thus e t = A t e 0. From (28), the error goes to zero if and only if ρ(a) < 1. Because of (29), ρ(a) is also called the asymtotic convergence factor. The asymtotic convergence rate, given by r = log 10 ρ(a), is roughly the number of ne correct decimal laces obtained er iteration, hile its inverse aroximates the number of iterations required to reduce the error by a factor of 10. APPENDIX C: PROOF OF THEOREM 4 Before roving Theorem 4, e introduce several results on hich the roof is built, one of them being Clarke s mean value theorem for nondifferentiable functions [17]. Other reliminary results are resented and roved in Subsection C.2. Finally, Subsections C.3, C.4, C.5 and C.6 contain the roofs of arts (i), (ii), (iii), and (iv) of Theorem 4, resectively.
10 SUBMITTED FOR PUBLICATION; C.1. The NonSmooth Mean Value Theorem Definition 1: Let F : R m R m be such that each of its comonents is Lischitz and Ω F the set of oints at hich F is nondifferentiable. Let JF(x) denote the m m Jacobian matrix of F at x, hen x Ω F. The (Clarke s [17]) generalized Jacobian of F at x is given by { } F(x) = co lim JF(x i ), (31) x i x, x i Ω F here co(a) denotes the convex hull of A. If F is continuously differentiable at x, then F(x) = {JF(x)} [17]. Theorem 8: (Mean value theorem [17]) Let F be as in Definition 1 and u, v R m be any to oints. Then, F(u) F(v) co F([u, v])(u v), (32) here co F([u,v]) denotes the convex hull of the set {A : A F(r), r [u, v]}, ith [u, v] denoting the line segment beteen u and v. Exression (32) means that there exists a matrix B co F([u, v]), such that F(u) F(v) = B(u v). C.2. Preliminary Results The to folloing roositions characterize the elements of the generalized Jacobian of denoising functions, Ψ λ, and of co Ψ λ ([u,v]). Proosition 2: For any x R m, any D Ψ λ (x) is symmetric, ositive semidefinite (sd), and D 2 1. Proof: The roof distinguishes to classes of regularizers. Consider first that Ψ λ results from a regularizer in class Υ(R m ) (see Section IIB); e.g., itv, nitv, or Φ l. From Theorem 1 in Section IIB, Ψ λ (x) = x P λc (x). Thus, Ψ λ (x) = I P λc (x), that is, any element, say D, of Ψ λ (x) can be ritten as D = I A, here A P λc (x). Theorem 2.3 in [46] guarantees that A is symmetric, sd, and A 2 1. Thus, D = I A is also symmetric, sd, and D 2 1. Consider no that Ψ λ results from a Φ l regularizer, ith > 1 (see Section IIE). Due to the comonentise structure of Ψ λ, shon in (11), and since S τ, is continuously differentiable (see footnote 1), Ψ λ (x) contains a single diagonal (thus symmetric) matrix, say D. As shon in [20], S τ, (for > 1) is strictly monotonic and its derivative is uer bounded by 1, hich imlies that each entry of D belongs to ]0, 1]. This imlies that D is sd and D 2 1. Proosition 3: For any air of oints u,v R m, any B co Ψ λ ([u,v]) is symmetric, sd, and B 2 1. Proof: From Proosition 2, for any r R m, any A Ψ λ (r) is symmetric, sd, and has A 2 1. Thus co Ψ λ ([u,v]) is the convex hull of a set matrices hich are all symmetric, sd, and have norm no larger than 1. Therefore, any matrix B co Ψ λ ([u,v]) is also symmetric, sd, and has B 2 1. C.3. Proof of Theorem 4 (i) Recalling that e t = x t x and using (18), e rite e t+1 = (1 α)e t 1 +(α β)e t +β [Γ λ (x t ) Γ λ ( x)]. (33) Using the definition of Γ λ given in (19) and the mean value theorem (Theorem 8), e may rite Γ λ (x t ) Γ λ ( x) = Ψ λ (x t + K T (y Kx t )) } {{ } z t Ψ λ ( x + K T (y K x) ) } {{ } z [ = B t xt x + K T K(x t x) ] = B t [ I K T K ] e t, (34) here B t co Ψ λ ([z t,ẑ]). Recall that Proosition 3 states that B t is symmetric, sd, and has B t 2 1. Inserting (34) into (33), here e t+1 = (1 α)e t 1 + αe t β [ I B t [I K T K] ] e t = (1 α)e t 1 + [αi β M t ]e t, (35) M t = I B t [I K T K]. (36) Recalling that the stacked error vector t R 2m is ] t = [ et+1 e can use (35) to rite t = Q t t 1, here [ ] (αi β Mt ) (1 α) I Q t =. (37) I 0 Thus, Q is the set of matrices ith the form (37), here M t is given by (36) and B t is symmetric, sd, and has B t 2 1. To rove the second statement in Theorem 4 (i), e need to study ho the choice of α and β affects ρ(q t ) = max i λ i (Q t ), for any ossible M t. We begin by considering the folloing facts: (a) I K T K is symmetric and 1 ξ m λ i ( I K T K ) 1 ξ 1 (because ξ 1 λ i ( K T K ) ξ m ); (b) according to Proosition 3, B t is symmetric, sd, and B t 2 1, thus 0 λ i (B t ) 1. Consequently, using results on bounds of eigenvalues of roducts of symmetric matrices, one of hich is sd, [37, Theorem 2.2], e t min(0, 1 ξ m ) λ i ( Bt [I K T K] ) 1 ξ 1 ; (38) finally, since M t = I B t [I K T K], 0 < ξ 1 λ i (M t ) max(1, ξ m ) ξ m. (39) Folloing [3], let (µ,z) denotes any eigenair of Q t, i.e., Q t z = µz; riting z = [z T a,z T b ]T, e have [ ][ ] [ ] αi β Mt (1 α) I za za = µ. (40) I 0 The bottom m ros of (40) give z a = µ z b ; inserting this equality into the to half of (40), e obtain z b [ µ(αi β M t ) + (1 α)i]z b = µ 2 z b. (41), z b
11 SUBMITTED FOR PUBLICATION; Since the matrix in the l.h.s. of (41) can be ritten as (µ α + 1 α)i µ β M t, its eigenvectors coincide ith those of M t. Thus, ith λ denoting some eigenvalue of M t, µ has to be a solution of the folloing second degree equation Let (µ α + 1 α) µ β λ = µ 2. (42) ρ(α, β, λ) = max{ µ 1, µ 2 }, (43) here µ 1 and µ 2 are the to solutions of (42). We thus need to study ho ρ(α, β, λ) behaves for λ [λ min (M t ), λ max (M t )] [τ 1, τ m ], for each choice of α and β. Notice that (39) does not rovide τ 1 and τ m (all it guarantees is that [τ 1, τ m ] [ξ 1, ξ m ]). It is shon in [3, Lemma 5.8] that ρ(α, β, λ) < 1, for any λ [τ 1, τ m ], if 0 < α < 2 and 0 < β < 2 α/τ m. Since τ m ξ m, any β satisfying β < 2 α/ξ m also satisfies β < 2 α/τ m. Finally, notice that ρ(q t ) = max i { ρ(α, β, λ i (M t ))}; thus ρ(α, β, λ) < 1 imlies that ρ(q t ) < 1, concluding the roof of Theorem 4 (i). C.4. Proof of Theorem 4 (ii) We begin by reriting (42), for α = α and β = β, as µ 2 + (λ β α)µ + ( α 1) = 0, (44) and roving that the solutions of (44) are comlex conjugate for any λ [τ 1, τ m ]. From the classical formula for the solutions of a second degree equation, it s clear that the to roots of (44) are comlex conjugate if and only if (λ β α) 2 4( α 1), for any λ [τ 1, τ m ]; this inequality is equivalent to β 2 λ 2 2 α β λ + α 2 4 ( α 1) 0. (45) It s easy to sho that the to roots of l.h.s. of (45) are ξ 1 and ξ m ; thus, since β 2 > 0, inequality (45) is satisfied hen λ is beteen these to roots. Therefore, hen λ [τ 1, τ m ] [ξ 1, ξ m ], the roots of (44) are indeed comlex conjugate. Recall that the roduct of the to roots of a second order olynomial equals its indeendent term; alying this fact to (44) yields µ 1 µ 2 = ( α 1). For λ [τ 1, τ m ], e have µ 1 = µ 2, thus µ 1 µ 2 = µ 1 2 = µ 2 2 = ( α 1); thus ρ( α, β, λ) = max{ µ 2, µ 1 } = α 1 = ρ, for any λ [τ 1, τ m ], as stated in Theorem 4 (ii). C.5. Proof of Theorem 4 (iii) Inserting α = 1 and β = β in (42) leads to the equation µ(1 β λ) = µ 2, (46) hich has solutions µ 1 = 0 and µ 2 = (1 β λ). Consequently, ρ(1, β, λ) = max{ µ 1, µ 2 } = 1 β λ. To sho art (iii) of the theorem, e need to sho that 1 κ max ρ(1, β, λ) λ [τ 1, τ m] 1 + κ. Because ρ(1, β, λ) and (1 κ)/(1+κ) are ositive, both sides of the revious inequality can be squared. Simle maniulation allos shoing that ( ) 2 1 κ ρ 2 (1, β, ξ 1 ) = ρ 2 (1, β, ξ m ) =. 1 + κ Finally, since ρ 2 (1, β, λ) = (1 βλ) 2 is a convex function of λ, and [τ 1, τ m ] [ξ 1, ξ m ], ( ) 2 1 κ max ρ 2 (1, β, λ) max ρ 2 (1, β, λ), λ [τ 1, τ m] λ [ξ 1, ξ m ] 1 + κ concluding the roof of Theorem 4 (iii). C.6. Proof of Theorem 4 (iv) A sufficient condition for convergence to zero of the sitched linear system z t+1 = T t z t, here T t T, and T is a bounded set of matrices, is the existence of a matrix norm, such that T t ε < 1, for any T t T. Our roof uses the matrix norm A, defined as B A = ABA 1 2, (47) here A is a symmetric ositive definite matrix, hich is induced by the vector norm A = Av 2 [9]. We slit the roof into to cases: (a) With α = 1, the error e t evolves according to the oneste iteration e t+1 = (I β M t )e t ; (48) matrix M t (see (36)) can be ritten as M t = I B t U, here U = I K T K is a symmetric ositive definite matrix, thus so is U 1/2. Comuting the U 1/2 norm of (I β M t ), I β M t U 1/2 = U 1/2 (I β M t )U 1/2 2 = I β (I U 1/2 B t U 1/2 ) 2 = ρ(i β M t ) (49) here e have used the folloing facts: for a real symmetric matrix A, A 2 = ρ(a) and, for any air of square matrices A and B, ρ(ab) = ρ(ba). Finally, notice that, as shon in Section C.5, 1 κ ρ(i β M t ) = max ρ(1, β, λ) λ [τ 1, τ m] 1 + κ < 1, concluding the convergence roof, for α = 1. (b) With α < 1, let us define the matrix [ U 0 V = 0 (1 α)u ]. (50) With Q t given by (37), it is simle to conclude that V 1/2 Q t V 1/2 = [ ] (α β)i + β U 1/2 B t U 1/2 1 α I, (51) 1 α I 0 hich is a real symmetric matrix. This allos riting Q t V 1/2 = V 1/2 Q t V 1/2 2 = ρ (V 1/2 Q t V 1/2) = ρ (Q t ) = max{ ρ(α, β, λ i (M t ))} (52) i { ρ(α, β, λ)} (53) max λ [τ 1, τ m] < 1, (54) here the equality in (52) and the inequalities (53) and (54) ere shon in Section C.3.
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