A note on convergence rate of randomized Kaczmarz method

DOI10.1007/S10092-020-00376-4zbMATH Open1454.65018OpenAlexW3047787735MaRDI QIDQ2198192FDOQ2198192

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

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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)

Cites Work

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

Cited In (24)

• Kaczmarz method with oblique projection
• Nonlinear greedy relaxed randomized Kaczmarz method
• On extended Kaczmarz methods with random sampling and maximum-distance for solving large inconsistent linear systems
• On multi-step extended maximum residual Kaczmarz method for solving large inconsistent linear systems
• On convergence rate of the randomized Kaczmarz method
• Comments on the randomized Kaczmarz method
• Preasymptotic convergence of randomized Kaczmarz method
• Selectable Set Randomized Kaczmarz
• A new randomized Gauss-Seidel method for solving linear least-squares problems
• On convergence rates of Kaczmarz-type methods with different selection rules of working rows
• A note on the behavior of the randomized Kaczmarz algorithm of Strohmer and Vershynin
• Title not available (Why is that?)
• On the convergence of randomized and greedy relaxation schemes for solving nonsingular linear systems of equations
• The extensions of convergence rates of Kaczmarz-type methods
• A class of residual-based extended Kaczmarz methods for solving inconsistent linear systems
• Gauss-Seidel method with oblique direction
• On convergence rate of the randomized Gauss-Seidel method
• 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
• A randomized Kaczmarz algorithm with exponential convergence
• The randomized Kaczmarz algorithm with the probability distribution depending on the angle
• Correction to: ``Convergence rates for Kaczmarz-type algorithms
• Linear convergence of the randomized sparse Kaczmarz method

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