On greedy partially randomized extended Kaczmarz method for solving large sparse inconsistent linear systems

被引:1
作者
Chen, Fang [1 ]
Mao, Jin-Feng [1 ]
机构
[1] Beijing Informat Sci & Technol Univ, Sch Appl Sci, Beijing 100192, Peoples R China
关键词
Convergence property; Moore-Penrose pseudoinverse; Large sparse linear system; Greedy partially randomized extended Kaczmarz method; BLOCK KACZMARZ; ALGORITHM; CONVERGENCE;
D O I
10.1007/s11075-024-01962-1
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
For solving large, sparse, and inconsistent linear systems, an effective method is the partially randomized extended Kaczmarz method. In this paper, we introduce a greedy probability criterion to select working rows in the partially randomized extended Kaczmarz method, and propose a greedy partially randomized extended Kaczmarz method. We derive upper bound for the expercted convergence rate of this method. Besides, numerical experiments verify the effectiveness of the greedy partially randomized extended Kaczmarz method.
引用
收藏
页数:13
相关论文
共 27 条
  • [1] Bai Z-Z., 2021, MATRIX ANAL COMPUTAT, DOI 10.1137/1.9781611976632
  • [2] Several splittings for non-Hermitian linear systems
    Bai, Zhong-Zhi
    [J]. SCIENCE IN CHINA SERIES A-MATHEMATICS, 2008, 51 (08): : 1339 - 1348
  • [3] On multi-step randomized extended Kaczmarz method for solving large sparse inconsistent linear systems
    Bai, Zhong-Zhi
    Wang, Lu
    [J]. APPLIED NUMERICAL MATHEMATICS, 2023, 192 : 197 - 213
  • [4] Randomized Kaczmarz iteration methods: Algorithmic extensions and convergence theory
    Bai, Zhong-Zhi
    Wu, Wen-Ting
    [J]. JAPAN JOURNAL OF INDUSTRIAL AND APPLIED MATHEMATICS, 2023, 40 (03) : 1421 - 1443
  • [5] ON GREEDY RANDOMIZED AUGMENTED KACZMARZ METHOD FOR SOLVING LARGE SPARSE INCONSISTENT LINEAR SYSTEMS
    Bai, Zhong-Zhi
    Wu, Wen-Ting
    [J]. SIAM JOURNAL ON SCIENTIFIC COMPUTING, 2021, 43 (06) : A3892 - A3911
  • [6] On partially randomized extended Kaczmarz method for solving large sparse overdetermined inconsistent linear systems
    Bai, Zhong-Zhi
    Wu, Wen-Ting
    [J]. LINEAR ALGEBRA AND ITS APPLICATIONS, 2019, 578 : 225 - 250
  • [7] On convergence rate of the randomized Kaczmarz method
    Bai, Zhong-Zhi
    Wu, Wen-Ting
    [J]. LINEAR ALGEBRA AND ITS APPLICATIONS, 2018, 553 : 252 - 269
  • [8] On relaxed greedy randomized Kaczmarz methods for solving large sparse linear systems
    Bai, Zhong-Zhi
    Wu, Wen-Ting
    [J]. APPLIED MATHEMATICS LETTERS, 2018, 83 : 21 - 26
  • [9] ON GREEDY RANDOMIZED KACZMARZ METHOD FOR SOLVING LARGE SPARSE LINEAR SYSTEMS
    Bai, Zhong-Zhi
    Wu, Wen-Ting
    [J]. SIAM JOURNAL ON SCIENTIFIC COMPUTING, 2018, 40 (01) : A592 - A606
  • [10] A unified treatment of some iterative algorithms in signal processing and image reconstruction
    Byrne, C
    [J]. INVERSE PROBLEMS, 2004, 20 (01) : 103 - 120