Recycling MMGKS for large-scale dynamic and streaming data

Reconstructing high-quality images with sharp edges requires the use of edge-preserving constraints in the regularized form of the inverse problem. The use of the $\ell_q$-norm on the gradient of the image is a common such constraint. For implementation purposes, the $\ell_q$-norm term is typically replaced with a sequence of $\ell_2$-norm weighted gradient terms with the weights determined from the current solution estimate. While (hybrid) Krylov subspace methods can be employed on this sequence, it would require generating a new Krylov subspace for every new two-norm regularized problem. The majorization-minimization Krylov subspace method (MM-GKS) addresses this disadvantage by combining norm reweighting with generalized Krylov subspaces (GKS). After projecting the problem using a small dimensional subspace - one that expands each iteration - the regularization parameter is selected. Basis expansion repeats until a sufficiently accurate solution is found. Unfortunately, for large-scale problems that require many expansion steps to converge, storage and the cost of repeated orthogonalizations presents overwhelming memory and computational requirements. In this paper we present a new method, recycled MM-GKS (RMM-GKS), that keeps the memory requirements bounded through recycling the solution subspace. Specifically, our method alternates between enlarging and compressing the GKS subspace, recycling directions that are deemed most important via one of our tailored compression routines. We further generalize the RMM-GKS approach to handle experiments where the data is either not all available simultaneously, or needs to be treated as such because of the extreme memory requirements. Numerical examples from dynamic photoacoustic tomography and streaming X-ray computerized tomography (CT) imaging are used to illustrate the effectiveness of the described methods.