Iterative Refinement and Flexible Iteratively Reweighed Solvers for Linear Inverse Problems with Sparse Solutions

Abstract

This paper presents a new algorithmic framework for computing sparse solutions to large-scale linear discrete ill-posed problems. The approach is motivated by recent perspectives on iteratively reweighted norm schemes, viewed through the lens of iterative refinement. This framework leverages the efficiency and fast convergence of flexible Krylov methods while achieving higher accuracy through suitable restarts. Additionally, we demonstrate that the proposed methods outperform other flexible Krylov approaches in memory-limited scenarios. Relevant convergence theory is discussed, and the performance of the proposed algorithms is illustrated through a range of numerical examples, including image deblurring and computed tomography.