Alternating Projection
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Alternating Projection
In mathematics, projections onto convex sets (POCS), sometimes known as the alternating projection method, is a method to find a point in the intersection of two closed convex sets. It is a very simple algorithm and has been rediscovered many times. The simplest case, when the sets are affine spaces, was analyzed by John von Neumann. The case when the sets are affine spaces is special, since the iterates not only converge to a point in the intersection (assuming the intersection is non-empty) but to the orthogonal projection of the point onto the intersection. For general closed convex sets, the limit point need not be the projection. Classical work on the case of two closed convex sets shows that the rate of convergence of the iterates is linear. There are now extensions that consider cases when there are more than two sets, or when the sets are not convex, or that give faster convergence rates. Analysis of POCS and related methods attempt to show that the algorithm converges (and ...
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Closed Set
In geometry, topology, and related branches of mathematics, a closed set is a set whose complement is an open set. In a topological space, a closed set can be defined as a set which contains all its limit points. In a complete metric space, a closed set is a set which is closed under the limit operation. This should not be confused with a closed manifold. Equivalent definitions By definition, a subset A of a topological space (X, \tau) is called if its complement X \setminus A is an open subset of (X, \tau); that is, if X \setminus A \in \tau. A set is closed in X if and only if it is equal to its closure in X. Equivalently, a set is closed if and only if it contains all of its limit points. Yet another equivalent definition is that a set is closed if and only if it contains all of its boundary points. Every subset A \subseteq X is always contained in its (topological) closure in X, which is denoted by \operatorname_X A; that is, if A \subseteq X then A \subseteq \oper ...
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Convex Set
In geometry, a subset of a Euclidean space, or more generally an affine space over the reals, is convex if, given any two points in the subset, the subset contains the whole line segment that joins them. Equivalently, a convex set or a convex region is a subset that intersects every line into a single line segment (possibly empty). For example, a solid cube is a convex set, but anything that is hollow or has an indent, for example, a crescent shape, is not convex. The boundary of a convex set is always a convex curve. The intersection of all the convex sets that contain a given subset of Euclidean space is called the convex hull of . It is the smallest convex set containing . A convex function is a real-valued function defined on an interval with the property that its epigraph (the set of points on or above the graph of the function) is a convex set. Convex minimization is a subfield of optimization that studies the problem of minimizing convex functions over convex se ...
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Affine Spaces
In mathematics, an affine space is a geometric structure that generalizes some of the properties of Euclidean spaces in such a way that these are independent of the concepts of distance and measure of angles, keeping only the properties related to parallelism and ratio of lengths for parallel line segments. In an affine space, there is no distinguished point that serves as an origin. Hence, no vector has a fixed origin and no vector can be uniquely associated to a point. In an affine space, there are instead ''displacement vectors'', also called ''translation'' vectors or simply ''translations'', between two points of the space. Thus it makes sense to subtract two points of the space, giving a translation vector, but it does not make sense to add two points of the space. Likewise, it makes sense to add a displacement vector to a point of an affine space, resulting in a new point translated from the starting point by that vector. Any vector space may be viewed as an affine spac ...
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John Von Neumann
John von Neumann (; hu, Neumann János Lajos, ; December 28, 1903 – February 8, 1957) was a Hungarian-American mathematician, physicist, computer scientist, engineer and polymath. He was regarded as having perhaps the widest coverage of any mathematician of his time and was said to have been "the last representative of the great mathematicians who were equally at home in both pure and applied mathematics". He integrated pure and applied sciences. Von Neumann made major contributions to many fields, including mathematics (foundations of mathematics, measure theory, functional analysis, ergodic theory, group theory, lattice theory, representation theory, operator algebras, matrix theory, geometry, and numerical analysis), physics (quantum mechanics, hydrodynamics, ballistics, nuclear physics and quantum statistical mechanics), economics ( game theory and general equilibrium theory), computing ( Von Neumann architecture, linear programming, numerical meteo ...
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Rate Of Convergence
In numerical analysis, the order of convergence and the rate of convergence of a convergent sequence are quantities that represent how quickly the sequence approaches its limit. A sequence (x_n) that converges to x^* is said to have ''order of convergence'' q \geq 1 and ''rate of convergence'' \mu if : \lim _ \frac=\mu. The rate of convergence \mu is also called the ''asymptotic error constant''. Note that this terminology is not standardized and some authors will use ''rate'' where this article uses ''order'' (e.g., ). In practice, the rate and order of convergence provide useful insights when using iterative methods for calculating numerical approximations. If the order of convergence is higher, then typically fewer iterations are necessary to yield a useful approximation. Strictly speaking, however, the asymptotic behavior of a sequence does not give conclusive information about any finite part of the sequence. Similar concepts are used for discretization methods. The solutio ...
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Projection (linear Algebra)
In linear algebra and functional analysis, a projection is a linear transformation P from a vector space to itself (an endomorphism) such that P\circ P=P. That is, whenever P is applied twice to any vector, it gives the same result as if it were applied once (i.e. P is idempotent). It leaves its image unchanged. This definition of "projection" formalizes and generalizes the idea of graphical projection. One can also consider the effect of a projection on a geometrical object by examining the effect of the projection on points in the object. Definitions A projection on a vector space V is a linear operator P : V \to V such that P^2 = P. When V has an inner product and is complete (i.e. when V is a Hilbert space) the concept of orthogonality can be used. A projection P on a Hilbert space V is called an orthogonal projection if it satisfies \langle P \mathbf x, \mathbf y \rangle = \langle \mathbf x, P \mathbf y \rangle for all \mathbf x, \mathbf y \in V. A projection on a Hilbert ...
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Dykstra's Projection Algorithm
Dykstra's algorithm is a method that computes a point in the intersection of convex sets, and is a variant of the alternating projection method (also called the projections onto convex sets method). In its simplest form, the method finds a point in the intersection of two convex sets by iteratively projecting onto each of the convex set; it differs from the alternating projection method in that there are intermediate steps. A parallel version of the algorithm was developed by Gaffke and Mathar. The method is named after Richard L. Dykstra who proposed it in the 1980s. A key difference between Dykstra's algorithm and the standard alternating projection method occurs when there is more than one point in the intersection of the two sets. In this case, the alternating projection method gives some arbitrary point in this intersection, whereas Dykstra's algorithm gives a specific point: the projection of ''r'' onto the intersection, where ''r'' is the initial point used in the algorit ...
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Further Reading
Further or Furthur may refer to: * ''Furthur'' (bus), the Merry Pranksters' psychedelic bus *Further (band), a 1990s American indie rock band *Furthur (band), a band formed in 2009 by Bob Weir and Phil Lesh * ''Further'' (The Chemical Brothers album), 2010 * ''Further'' (Flying Saucer Attack album), 1995 * ''Further'' (Geneva album), 1997, and a song from the album * ''Further'' (Richard Hawley album), 2019 * ''Further'' (Solace album), 2000 * ''Further'' (Outasight album), 2009 * "Further" (VNV Nation song), a song by VNV Nation *"Further", a song by Longview from the album ''Mercury Mercury commonly refers to: * Mercury (planet), the nearest planet to the Sun * Mercury (element), a metallic chemical element with the symbol Hg * Mercury (mythology), a Roman god Mercury or The Mercury may also refer to: Companies * Merc ...
'', 2003 {{disambiguation ...
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Projections Onto Convex Sets Circles
Projection, projections or projective may refer to: Physics * Projection (physics), the action/process of light, heat, or sound reflecting from a surface to another in a different direction * The display of images by a projector Optics, graphics, and cartography * Map projection, reducing the surface of a three-dimensional planet to a flat map * Graphical projection, the production of a two-dimensional image of a three-dimensional object Chemistry * Fischer projection, a two-dimensional representation of a three-dimensional organic molecule * Haworth projection, a way of writing a structural formula to represent the cyclic structure of monosaccharides * Natta projection, a way to depict molecules with complete stereochemistry in two dimensions in a skeletal formula * Newman projection, a visual representation of a chemical bond from front to back Mathematics * Projection (mathematics), any of several different types of geometrical mappings ** Projection (linear algebra), a l ...
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Intersection (set Theory)
In set theory, the intersection of two sets A and B, denoted by A \cap B, is the set containing all elements of A that also belong to B or equivalently, all elements of B that also belong to A. Notation and terminology Intersection is written using the symbol "\cap" between the terms; that is, in infix notation. For example: \\cap\=\ \\cap\=\varnothing \Z\cap\N=\N \\cap\N=\ The intersection of more than two sets (generalized intersection) can be written as: \bigcap_^n A_i which is similar to capital-sigma notation. For an explanation of the symbols used in this article, refer to the table of mathematical symbols. Definition The intersection of two sets A and B, denoted by A \cap B, is the set of all objects that are members of both the sets A and B. In symbols: A \cap B = \. That is, x is an element of the intersection A \cap B if and only if x is both an element of A and an element of B. For example: * The intersection of the sets and is . * The number 9 is in t ...
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Sequence
In mathematics, a sequence is an enumerated collection of objects in which repetitions are allowed and order matters. Like a set, it contains members (also called ''elements'', or ''terms''). The number of elements (possibly infinite) is called the ''length'' of the sequence. Unlike a set, the same elements can appear multiple times at different positions in a sequence, and unlike a set, the order does matter. Formally, a sequence can be defined as a function from natural numbers (the positions of elements in the sequence) to the elements at each position. The notion of a sequence can be generalized to an indexed family, defined as a function from an ''arbitrary'' index set. For example, (M, A, R, Y) is a sequence of letters with the letter 'M' first and 'Y' last. This sequence differs from (A, R, M, Y). Also, the sequence (1, 1, 2, 3, 5, 8), which contains the number 1 at two different positions, is a valid sequence. Sequences can be ''finite'', as in these examples, or ''infi ...
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Convergent Series
In mathematics, a series is the sum of the terms of an infinite sequence of numbers. More precisely, an infinite sequence (a_0, a_1, a_2, \ldots) defines a series that is denoted :S=a_0 +a_1+ a_2 + \cdots=\sum_^\infty a_k. The th partial sum is the sum of the first terms of the sequence; that is, :S_n = \sum_^n a_k. A series is convergent (or converges) if the sequence (S_1, S_2, S_3, \dots) of its partial sums tends to a limit; that means that, when adding one a_k after the other ''in the order given by the indices'', one gets partial sums that become closer and closer to a given number. More precisely, a series converges, if there exists a number \ell such that for every arbitrarily small positive number \varepsilon, there is a (sufficiently large) integer N such that for all n \ge N, :\left , S_n - \ell \right , 1 produce a convergent series: *: ++++++\cdots = . * Alternating the signs of reciprocals of powers of 2 also produces a convergent series: *: -+-+-+\cdots = ...
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