Randomized Kaczmarz Converges Along Small Singular Vectors

DOI10.1137/20M1350947MaRDI QIDQ4986830FDO

Authors Stefan Steinerberger

Publication date 28 April 2021

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2006.16978

zbMATH Keywords

Kaczmarz methodARTsingular vectorprojection onto convex setsrandomized Kaczmarz methodalgebraic reconstruction techniquePOCS

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Mathematical programming (90Cxx)

Cites work

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• Randomized block Kaczmarz method with projection for solving least squares
• Randomized extended Kaczmarz for solving least squares
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• Randomized methods for linear constraints: convergence rates and conditioning
• Stochastic gradient descent, weighted sampling, and the randomized Kaczmarz algorithm
• The conjugate gradient regularization method in computed tomography problems

Cited in

(19)

• Developing Kaczmarz method for solving Sylvester matrix equations
• Randomized Kaczmarz with geometrically smoothed momentum
• Randomized Kaczmarz algorithm with averaging and block projection
• Alternating projection method for intersection of convex sets, multi-agent consensus algorithms, and averaging inequalities
• Randomized Kaczmarz converges along small singular vectors
• The method of randomized Bregman projections for stochastic feasibility problems
• A weighted randomized Kaczmarz method for solving linear systems
• Side effects of learning from low-dimensional data embedded in a Euclidean space
• On the regularization effect of stochastic gradient descent applied to least-squares
• On the convergence of randomized and greedy relaxation schemes for solving nonsingular linear systems of equations
• Sharp Analysis of Sketch-and-Project Methods via a Connection to Randomized Singular Value Decomposition
• A subspace constrained randomized Kaczmarz method for structure or external knowledge exploitation
• Linearly convergent adjoint free solution of least squares problems by random descent
• Surrounding the solution of a linear system of equations from all sides
• An Optimal Scheduled Learning Rate for a Randomized Kaczmarz Algorithm
• A semi-randomized Kaczmarz method with simple random sampling for large-scale linear systems
• Randomized Douglas–Rachford Methods for Linear Systems: Improved Accuracy and Efficiency
• Approximate Solutions of Linear Systems at a Universal Rate
• Eigenvector phase retrieval: recovering eigenvectors from the absolute value of their entries

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