Kaczmarz algorithm and frames

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Abstract: Sequences of unit vectors for which the Kaczmarz algorithm always converges in Hilbert space can be characterized in frame theory by tight frames with constant 1. We generalize this result to the context of frames and bases. In particular, we show that the only effective sequences which are Riesz bases are orthonormal bases. Moreover, we consider the infinite system of linear algebraic equations Ax=b and characterize the (bounded) matrices A for which the Kaczmarz algorithm always converges to a solution.


\textit{S. Kwapień} and \textit{J. Mycielski} [Stud. Math. 148, No. 1, 75--86 (2001; Zbl 0987.41020)] proposed a Hilbert space version of the Kaczmarz algorithm defined as follows. Given a sequence \(\{e_n\}\) in Hilbert space \(H\), construct \(x_0=\langle x,e_0\rangle e_0\), \(x_n=x_{n-1}+\langle x-x_{n-1},e_n\rangle e_n\), \(n\geq 1\). The sequence \(\{e_n\}\) is called almost effective if \(\forall x\in H\): \(\lim_{n\to\infty}\|x-x_n\|\leq B\|x\|\), \(0\leq B<1\). It is effective if \(B=0\). Kwapień and Mycielski proved that a sequence of unit vectors \(\{e_n\}\) is effective if and only if \(\{g_n\}\) is a tight frame with constant 1 where \(g_n=e_n-\sum_{i=0}^{n-1}\langle e_n,e_i\rangle g_i\), i.e. \([e_0,e_1,\ldots]^t=M[g_0,g_1,\ldots]^t\) with \(M\) unit lower triangular.NEWLINENEWLINEThis paper is about the case where \(\{g_n\}\) is not a tight frame and the Bessel sequence \(\{e_n\}\) is almost effective. Several theorems relate conditions on \(C=M^{-1}\) to a Bessel sequence \(\{e_n\}\) being a frame and being almost effective. Generalizations of the previous result by Kwapień and Mycielski are that a Bessel sequence \(\{e_n\}\) will be a frame or Riesz basis if and only if \(\{g_n\}\) is a frame or a Riesz basis with \(M\) bounded, and \(\{e_n\}\) is orthonormal if and only if \(\{g_n\}\) is orthonormal. As an application, a convergence proof is given for the McCormick version of the Kaczmarz algorithm to solve \(Ax=b\) in \(\ell^2(\mathbb{N})\) (cf. [\textit{S. F. McCormick}, Indiana Univ. Math. J. 26, 1137--1150 (1977; Zbl 0341.65046)]). It suffices that \(A\) is bounded, surjective and that its rows form an orthogonal basis for \(\ell^2(\mathbb{N})\).











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