Dimensionality reduction methods are examined for large-scale discrete problems, specifically for the solution of three-dimensional geophysics problems: the inversion of gravity and magnetic data. The matrices for the associated forward problems have beneficial structure for each depth layer of the volume domain, under mild assumptions, which facilitates the use of the two dimensional fast Fourier transform for evaluating forward and transpose matrix operations, providing considerable savings in both computational costs and storage requirements. Application of this approach for the magnetic problem is new in the geophysics literature. Further, the approach is extended for padded volume domains.

Stabilized inversion is obtained efficiently by applying novel randomization techniques within each update of the iteratively reweighted scheme. For a general rectangular linear system, a randomization technique combined with preconditioning is introduced and investigated. This is shown to provide well-conditioned inversion, stabilized through truncation. Applying this approach, while implementing matrix operations using the two dimensional fast Fourier transform, yields computationally effective inversion, in memory and cost. Validation is provided via synthetic data sets, and the approach is contrasted with the well-known LSRN algorithm when applied to these data sets. The results demonstrate a significant reduction in computational cost with the new algorithm. Further, this new algorithm produces results for inversion of real magnetic data consistent with those provided in literature.

Typically, the iteratively reweighted least squares algorithm depends on a standard Tikhonov formulation. Here, this is solved using both a randomized singular value de- composition and the iterative LSQR Krylov algorithm. The results demonstrate that the new algorithm is competitive with these approaches and offers the advantage that no regularization parameter needs to be found at each outer iteration.

Given its efficiency, investigating the new algorithm for the joint inversion of these data sets may be fruitful. Initial research on joint inversion using the two dimensional fast Fourier transform has recently been submitted and provides the basis for future work. Several alternative directions for dimensionality reduction are also discussed, including iteratively applying an approximate pseudo-inverse and obtaining an approximate Kronecker product decomposition via randomization for a general matrix. These are also topics for future consideration.

The theme for this work is the development of fast numerical algorithms for sparse optimization as well as their applications in medical imaging and source localization using sensor array processing. Due to the recently proposed theory of Compressive Sensing (CS), the $\ell_1$ minimization problem attracts more attention for its ability to exploit sparsity. Traditional interior point methods encounter difficulties in computation for solving the CS applications. In the first part of this work, a fast algorithm based on the augmented Lagrangian method for solving the large-scale TV-$\ell_1$ regularized inverse problem is proposed. Specifically, by taking advantage of the separable structure, the original problem can be approximated via the sum of a series of simple functions with closed form solutions. A preconditioner for solving the block Toeplitz with Toeplitz block (BTTB) linear system is proposed to accelerate the computation. An in-depth discussion on the rate of convergence and the optimal parameter selection criteria is given. Numerical experiments are used to test the performance and the robustness of the proposed algorithm to a wide range of parameter values. Applications of the algorithm in magnetic resonance (MR) imaging and a comparison with other existing methods are included. The second part of this work is the application of the TV-$\ell_1$ model in source localization using sensor arrays. The array output is reformulated into a sparse waveform via an over-complete basis and study the $\ell_p$-norm properties in detecting the sparsity. An algorithm is proposed for minimizing a non-convex problem. According to the results of numerical experiments, the proposed algorithm with the aid of the $\ell_p$-norm can resolve closely distributed sources with higher accuracy than other existing methods.