A new theoretical estimate for the convergence rate of the maximal weighted residual Kaczmarz algorithm

DOI10.4208/NMTMA.OA-2018-0039MaRDI QIDQ5210328zbMATH OpenOpenAlexWikidataFDO

Authors Kui Du, Han Gao

Publication date 22 January 2020

Published in Numerical Mathematics: Theory, Methods and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4208/nmtma.oa-2018-0039

zbMATH Keywords

convergence raterandomized Kaczmarz algorithmleast-norm solutiongreedy randomized Kaczmarz algorithmmaximal weighted residual Kaczmarz algorithm

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Iterative numerical methods for linear systems (65F10)

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Cited in

(16)

• On relaxed greedy randomized coordinate descent methods for solving large linear least-squares problems
• Randomized extended average block Kaczmarz for solving least squares
• Greedy randomized sampling nonlinear Kaczmarz methods
• Maximal residual extended Kaczmarz and Gauss-Seidel methods-convergence properties and applications
• A weighted randomized Kaczmarz method for solving linear systems
• Greedy randomized and maximal weighted residual Kaczmarz methods with oblique projection
• On the Kaczmarz methods based on relaxed greedy selection for solving matrix equation \(A X B = C\)
• Greed Works: An Improved Analysis of Sampling Kaczmarz--Motzkin
• Greedy Kaczmarz algorithm using optimal intermediate projection technique for coherent linear systems
• Gauss-Seidel method with oblique direction
• On the adaptive deterministic block Kaczmarz method with momentum for solving large-scale consistent linear systems
• On multi-step greedy randomized coordinate descent method for solving large linear least-squares problems
• RidgeSketch: a fast sketching based solver for large scale ridge regression
• Correction to: ``Convergence rates for Kaczmarz-type algorithms
• Faster Deterministic Pseudoinverse-Free Block Extension of Motzkin Method for Large Consistent Linear Systems
• A count sketch maximal weighted residual Kaczmarz method for solving highly overdetermined linear systems

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