The optimal error bound for the method of simultaneous projections

DOI10.1016/J.JAT.2017.08.005MaRDI QIDQ2406901zbMATH OpenOpenAlexFDO

Authors Simeon Reich, Rafał Zalas

Publication date 4 October 2017

Published in Journal of Approximation Theory (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1704.00308

zbMATH Keywords

linear rate of convergenceoptimal error boundsimultaneous projection method

Mathematics Subject Classification ID

Rate of convergence, degree of approximation (41A25) Simultaneous approximation (41A28) Best constants in approximation theory (41A44) Abstract approximation theory (approximation in normed linear spaces and other abstract spaces) (41A65)

Abstract: In this paper we find the optimal error bound (smallest possible estimate, independent of the starting point) for the linear convergence rate of the simultaneous projection method applied to closed linear subspaces in a real Hilbert space. We achieve this by computing the norm of an error operator which we also express in terms of the Friedrichs number. We compare our estimate with the optimal one provided for the alternating projection method by Kayalar and Weinert (1988). Moreover, we relate our result to the alternating projection formalization of Pierra (1984) in a product space. Finally, we adjust our results to closed affine subspaces and put them in context with recent dichotomy theorems.

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Cited in

(12)

• Error bounds for the method of alternating projections
• The rate of convergence for the method of alternating projections. II
• On the method of reflections
• Error bounds for the method of simultaneous projections with infinitely many subspaces
• Optimal rates of linear convergence of the averaged alternating modified reflections method for two subspaces
• Methods of reflections: relations with Schwarz methods and classical stationary iterations, scalability and preconditioning.
• Comment on ``error rate performance of the projection code
• Polynomial estimates for the method of cyclic projections in Hilbert spaces
• Comparing the methods of alternating and simultaneous projections for two subspaces
• Coordinate-update algorithms can efficiently detect infeasible optimization problems
• Dual adaptive stochastic block projection algorithm for solving convex feasibility problem in support vector machines
• A fast algorithm for solving the low rank matrix feasibility problem in quantum marginal computing

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