Greedy and randomized versions of the multiplicative Schwarz method

DOI10.1016/J.LAA.2012.04.052MaRDI QIDQ445816zbMATHOpenAlexFDO

Authors Michael Griebel, Peter Oswald

Publication date 27 August 2012

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.laa.2012.04.052

zbMATH Keywords

numerical resultsfinite elementsPoisson equationexponential convergenceToeplitz systemgreedy and randomized ordersHilbert space splittingslarge linear systemmultiplicative Schwarz methodsSouthwell methodsubspace corrections

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) Toeplitz, Cauchy, and related matrices (15B05) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Numerical solution of discretized equations for boundary value problems involving PDEs (65N22) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30)

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• Convergence rate analysis of an asynchronous space decomposition method for convex Minimization
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• Fully Adaptive Multigrid Methods
• Gradient Pursuits
• Greedy approximation
• Iteration complexity of randomized block-coordinate descent methods for minimizing a composite function
• Iterative Methods by Space Decomposition and Subspace Correction
• Multilevel Algorithms Considered as Iterative Methods on Semidefinite Systems
• Nonlinear methods of approximation
• On the abstract theory of additive and multiplicative Schwarz algorithms
• On the convergence of the coordinate descent method for convex differentiable minimization
• On the convergence rate of SOR: A worst case estimate
• On the exponential convergence of matching pursuits in quasi-incoherent dictionaries
• Randomized Kaczmarz solver for noisy linear systems
• Randomized methods for linear constraints: convergence rates and conditioning
• Stagewise Weak Gradient Pursuits
• The method of alternating projections and the method of subspace corrections in Hilbert space

Cited in

(22)

• Greedy algorithms for optimizing multivariate Horner schemes
• Triangular truncation and its extremal matrices.
• Greedy randomized sampling nonlinear Kaczmarz methods
• A sampling Kaczmarz-Motzkin algorithm for linear feasibility
• Convergence of a randomized Douglas-Rachford method for linear system
• Adaptively sketched Bregman projection methods for linear systems
• On convergence rate of the randomized Gauss-Seidel method
• Stochastic subspace correction methods and fault tolerance
• On the convergence of randomized and greedy relaxation schemes for solving nonsingular linear systems of equations
• On the algebraic construction of sparse multilevel approximations of elliptic tensor product problems
• Greedy PSB methods with explicit superlinear convergence
• Stochastic subspace correction in Hilbert space
• Subspace correction methods in algebraic multi-level frames
• On multi-step randomized extended Kaczmarz method for solving large sparse inconsistent linear systems
• On Adaptive Sketch-and-Project for Solving Linear Systems
• Convergence analysis for Kaczmarz-type methods in a Hilbert space framework
• Randomized and fault-tolerant method of subspace corrections
• On convergence rates of Kaczmarz-type methods with different selection rules of working rows
• Optimal scaling parameters for sparse grid discretizations.
• Randomized Douglas–Rachford Methods for Linear Systems: Improved Accuracy and Efficiency
• Schwarz iterative methods: infinite space splittings
• Fault resilient domain decomposition preconditioner for PDEs

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