A projection method of the Cimmino type for linear algebraic systems (Q1179244)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A projection method of the Cimmino type for linear algebraic systems |
scientific article |
Statements
A projection method of the Cimmino type for linear algebraic systems (English)
0 references
26 June 1992
0 references
The classical method of \textit{G. Cimmino} [Ric. Sci. Progr. Tecn. Econom. Naz. 1, 326-333 (1938; Zbl 0018.41802)] for solving square systems of linear equations \(Ax=b\) in the least-squares sense is \(x_{p+1}=x_ p+(2/n), (DA)^ T(b-Ax_ p)\) where \(D\) is a diagonal matrix whose entries are the reciprocals of the norms of the row vectors of \(A\). Here, \(n\) is the format of the matrix, so that for large systems, the stepsize is small and thus the rate of convergence is slow. The author suggests to replace the step size \(2/n\) by a parameter \(\alpha\) and proves that (for general rectangular matrices which fulfill certain diagonal dominance conditions), the algorithm converges for \(\alpha=1\). Moreover, \(\alpha=1\) is the optimal step size. Finally, a few straightforward remarks concerning the implementation on vector or on parallel machines are made.
0 references
Cimmino method
0 references
row-action method
0 references
least-squares solution
0 references
projection methods
0 references
sparse systems
0 references
parallel computation
0 references
rate of convergence
0 references
diagonal dominance
0 references