A randomized block Douglas-Rachford method for solving linear matrix equation
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Cites work
- scientific article; zbMATH DE number 981250 (Why is no real title available?)
- scientific article; zbMATH DE number 6159604 (Why is no real title available?)
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- An accelerated Jacobi-gradient based iterative algorithm for solving Sylvester matrix equations
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- Convergence properties of the randomized extended Gauss-Seidel and Kaczmarz methods
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- Developing BiCOR and CORS methods for coupled Sylvester-transpose and periodic Sylvester matrix equations
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- First-order and stochastic optimization methods for machine learning
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- Iterative solutions of the generalized Sylvester matrix equations by using the hierarchical identification principle
- Momentum and stochastic momentum for stochastic gradient, Newton, proximal point and subspace descent methods
- New Douglas-Rachford algorithmic structures and their convergence analyses
- On Hermitian and skew-Hermitian splitting iteration methods for the linear matrix equation \(AXB=C\)
- On circulant and skew-circulant splitting algorithms for (continuous) Sylvester equations
- On global Hessenberg based methods for solving Sylvester matrix equations
- On greedy randomized Kaczmarz method for solving large sparse linear systems
- On the Douglas-Rachford splitting method and the proximal point algorithm for maximal monotone operators
- On the Kaczmarz methods based on relaxed greedy selection for solving matrix equation A X B = C
- On the least squares generalized Hamiltonian solution of generalized coupled Sylvester-conjugate matrix equations
- Randomized Douglas–Rachford Methods for Linear Systems: Improved Accuracy and Efficiency
- Randomized algorithms for total least squares problems
- Randomized extended Kaczmarz for solving least squares
- Randomized extended average block Kaczmarz for solving least squares
- Reduced-rank gradient-based algorithms for generalized coupled Sylvester matrix equations and its applications
- Shift-splitting iteration methods for a class of large sparse linear matrix equations
- Some methods of speeding up the convergence of iteration methods
- Some relaxed iteration methods for solving matrix equation \(AXB=C\)
- Stationary splitting iterative methods for the matrix equation AXB=C
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- The Jacobi and Gauss-Seidel-type iteration methods for the matrix equation A X B = C
- The University of Florida sparse matrix collection
- The relaxed gradient-based iterative algorithms for a class of generalized coupled Sylvester-conjugate matrix equations
- Two-step AOR iteration method for the linear matrix equation AXB=C
Cited in
(4)- Randomized Douglas–Rachford Methods for Linear Systems: Improved Accuracy and Efficiency
- The quaternion relaxed greedy randomized Kaczmarz method with adaptive parameters for solving quaternion matrix equation
- A randomized achlioptas block residual steepest descent method for large sparse overdetermined linear systems
- An improved deterministic block Kaczmarz method for solving linear matrix equation AXB = C
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