Random reordering in SOR-type methods

DOI10.1007/s00211-016-0829-7zbMath1365.65084arXiv1510.04727OpenAlexW2963625383MaRDI QIDQ522242

Peter Oswald, Wei-Qi Zhou

Publication date: 13 April 2017

Published in: Numerische Mathematik (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1510.04727

zbMATH Keywords

convergencerandomizationsuccessive overrelaxationGauss-Seidel methodlinear least squaresAnderson's paving conjectureKacmarz algorithm

Mathematics Subject Classification ID

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

Related Items (10)

Sampling discretization and related problems ⋮ On the equivalence between SOR-type methods for linear systems and the discrete gradient methods for gradient systems ⋮ Properties and applications of a conjugate transform on Schatten classes ⋮ Randomness and permutations in coordinate descent methods ⋮ A linearly convergent doubly stochastic Gauss-Seidel algorithm for solving linear equations and a certain class of over-parameterized optimization problems ⋮ Correction to: ``Random reordering in SOR-type methods ⋮ A linear algebra perspective on the random multi-block ADMM: the QP case ⋮ On the Global Convergence of Randomized Coordinate Gradient Descent for Nonconvex Optimization ⋮ A Sampling Kaczmarz--Motzkin Algorithm for Linear Feasibility ⋮ Convergence analyses based on frequency decomposition for the randomized row iterative method

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