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ON GREEDY RANDOMIZED AUGMENTED KACZMARZ METHOD FOR SOLVING LARGE SPARSE INCONSISTENT LINEAR SYSTEMS

delete2021-11-22
delete40
PRE
AI
Z
Zhong‐Zhi Bai *
W
Wen-Ting Wu
DOI:10.1137/20M1352235delete
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摘要

摘要

En 中文
For solving large-scale inconsistent systems of linear equations by iteration methods, with the application of the greedy randomized Kaczmarz method to a consistent augmented linear system, we find an appropriate balance between the updates of the two iteration vectors in the randomized extended Kaczmarz method, and, based on this balance, we propose a greedy randomized augmented Kaczmarz method. We prove the convergence of the greedy randomized augmented Kaczmarz method and derive an upper bound for its expected convergence rate. Numerical results show that the greedy randomized augmented Kaczmarz method can be much more effective than the randomized extended Kaczmarz method as well as the partially randomized extended Kaczmarz method.
Keyword:
system of linear equations
inconsistency
augmented linear system
Kaczmarz method
randomized iteration
convergence property

期刊

SIAM Journal on Scientific Computing 封面图
SIAM Journal on Scientific Computing
IF:
2.6
论文数:
5.1K
被引数:
1.8W

机构

A
academy of mathematics & system sciences, cas
学者数:
755
论文数: 768
被引数: 0
C
chinese academy of sciences
学者数:
56.7W
论文数: 45.0W
被引数: 704
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