Optimal map-making with singularities

Abstract

In this work, we investigate the optimal map-making technique for the linear system $d=Ax+n$ while carefully taking into account singularities that may come from either the covariance matrix $C = \langle nn^t \rangle$ or the main matrix $A$. We first describe the general optimal solution, which is quite complex, and then use the modified pseudo inverse to create a near-optimal solution, which is simple, robust, and can significantly alleviate the unwanted noise amplification during map-making. The effectiveness of the nearly optimal solution is then compared to that of the naive co-adding solution and the standard pseudo inverse solution, showing noticeable improvements. Interestingly, all one needs to get the near-optimal solution with singularity is just a tiny change to the classical solution, which is designed for the case without singularity.