A note on convergence rate of randomized Kaczmarz method

DOI10.1007/S10092-020-00376-4MaRDI QIDQ2198192zbMATH OpenOpenAlexFDO

Authors Ying-Jun Guan, Weiguo Li, Lili Xing, Tiantian Qiao

Publication date 9 September 2020

Published in Calcolo (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10092-020-00376-4

zbMATH Keywords

linear systemiterative numerical methodrandomized Kaczmarz methodexpected linear rate

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Linear equations (linear algebraic aspects) (15A06) Iterative numerical methods for linear systems (65F10)

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Cites work

• A new greedy Kaczmarz algorithm for the solution of very large linear systems
• A note on the behavior of the randomized Kaczmarz algorithm of Strohmer and Vershynin
• A randomized Kaczmarz algorithm with exponential convergence
• Connections between the Cimmino-method and the Kaczmarz-method for the solution of singular and regular systems of equations
• Convergence properties of the randomized extended Gauss-Seidel and Kaczmarz methods
• Convergence rates for Kaczmarz-type algorithms
• On greedy randomized Kaczmarz method for solving large sparse linear systems
• On greedy randomized coordinate descent methods for solving large linear least‐squares problems
• On relaxed greedy randomized Kaczmarz methods for solving large sparse linear systems
• Randomized extended Kaczmarz for solving least squares
• Randomized methods for linear constraints: convergence rates and conditioning
• Rows versus Columns: Randomized Kaczmarz or Gauss--Seidel for Ridge Regression
• Single projection Kaczmarz extended algorithms
• The randomized Kaczmarz method with a new random selection rule

Cited in

(24)

• Gauss-Seidel method with oblique direction
• A class of residual-based extended Kaczmarz methods for solving inconsistent linear systems
• Preasymptotic convergence of randomized Kaczmarz method
• On convergence rate of the randomized Kaczmarz method
• On convergence rate of the randomized Gauss-Seidel method
• Selectable Set Randomized Kaczmarz
• The extensions of convergence rates of Kaczmarz-type methods
• On the convergence of randomized and greedy relaxation schemes for solving nonsingular linear systems of equations
• Correction to: ``Convergence rates for Kaczmarz-type algorithms
• A new randomized Gauss-Seidel method for solving linear least-squares problems
• Linear convergence of the randomized sparse Kaczmarz method
• A randomized Kaczmarz algorithm with exponential convergence
• Comments on the randomized Kaczmarz method
• On convergence rates of Kaczmarz-type methods with different selection rules of working rows
• On multi-step extended maximum residual Kaczmarz method for solving large inconsistent linear systems
• The randomized Kaczmarz algorithm with the probability distribution depending on the angle
• Kaczmarz method with oblique projection
• Nonlinear greedy relaxed randomized Kaczmarz method
• A note on the behavior of the randomized Kaczmarz algorithm of Strohmer and Vershynin
• scientific article; zbMATH DE number 4216890 (Why is no real title available?)
• On extended Kaczmarz methods with random sampling and maximum-distance for solving large inconsistent linear systems
• The randomized Kaczmarz method with a new random selection rule
• Efficient randomized block Kaczmarz method for linear feasibility
• Greedy randomized Kaczmarz with momentum method for nonlinear equation

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