Kaczmarz method with oblique projection

被引:2
作者
Li, Weiguo [1 ]
Wang, Qin [1 ]
Bao, Wendi [1 ]
Xing, Lili [1 ]
机构
[1] China Univ Petr, Coll Sci, Qingdao 266580, Peoples R China
来源
RESULTS IN APPLIED MATHEMATICS | 2022年 / 16卷
关键词
Oblique projection; Kaczmarz method; Ellipsoidal norm; Correlation; ITERATIVE PARALLEL ALGORITHM;
D O I
10.1016/j.rinam.2022.100342
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
The popular randomized Kaczmarz method is a single random orthogonal projection method. In this paper, a single randomized Kaczmarz method with oblique projection is discussed. A sufficient condition for the monotone convergence of the Kaczmarz method with oblique projection is given. Choosing an appropriate oblique projection direction, the convergence of Kaczmarz method with oblique projection will be greatly accelerated. At the same time, the convergence rate of Kaczmarz method with oblique projection along this direction is given. Numerical experiments show the effectiveness of Kaczmarz method with oblique projection.(c) 2022 The Authors. Published by Elsevier B.V.
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页数:17
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