Single projection Kaczmarz extended algorithms
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Publication:342879
DOI10.1007/S11075-016-0118-7zbMATH Open1376.65062arXiv1504.00231OpenAlexW2288570682MaRDI QIDQ342879FDOQ342879
Authors: Stefania Petra, Constantin Popa 
Publication date: 18 November 2016
Published in: Numerical Algorithms (Search for Journal in Brave)
Abstract: To find the least squares solution of a very large and inconsistent system of equations, one can employ the extended Kaczmarz algorithm. This method simultaneously removes the error term, such that a consistent system is asymptotically obtained, and applies Kaczmarz iterations for the current approximation of this system. For random corrections of the right hand side and Kaczmarz updates selected at random, convergence to the least squares solution has been shown. We consider the deterministic control strategies, and show convergence to a least squares solution when row and column updates are chosen according to the almost-cyclic or maximal-residual choice.
Full work available at URL: https://arxiv.org/abs/1504.00231
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convergenceleast squares solutionminimal norm solutioninconsistent linear systemsrandomized extended Kaczmarz algorithmrow-action methods
Numerical solutions to overdetermined systems, pseudoinverses (65F20) Theory of matrix inversion and generalized inverses (15A09)
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Cited In (27)
- Kaczmarz's algorithm -- extensions and preconditioning
- Randomized Kaczmarz in adversarial distributed setting
- Maximal residual extended Kaczmarz and Gauss-Seidel methods-convergence properties and applications
- On Motzkin's method for inconsistent linear systems
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