Tight upper bounds for the convergence of the randomized extended Kaczmarz and Gauss–Seidel algorithms
From MaRDI portal
Publication:5227179
DOI10.1002/nla.2233OpenAlexW2963911949WikidataQ128344437 ScholiaQ128344437MaRDI QIDQ5227179
Publication date: 5 August 2019
Published in: Numerical Linear Algebra with Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1801.03250
convergence analysisrandomized extended Kaczmarz algorithmtight upper boundMoore-Penrose pseudoinverse solutionrandomized extended Gauss-Seidel algorithm
Numerical solutions to overdetermined systems, pseudoinverses (65F20) Iterative numerical methods for linear systems (65F10)
Related Items (31)
A two-step randomized Gauss-Seidel method for solving large-scale linear least squares problems ⋮ Greedy randomized and maximal weighted residual Kaczmarz methods with oblique projection ⋮ On greedy randomized average block Kaczmarz method for solving large linear systems ⋮ On the Kaczmarz methods based on relaxed greedy selection for solving matrix equation \(A X B = C\) ⋮ On Relaxed Greedy Randomized Augmented Kaczmarz Methods for Solving Large Sparse Inconsistent Linear Systems ⋮ On the relaxed greedy deterministic row and column iterative methods ⋮ Extended randomized Kaczmarz method for sparse least squares and impulsive noise problems ⋮ A greedy block Kaczmarz algorithm for solving large-scale linear systems ⋮ A semi-randomized Kaczmarz method with simple random sampling for large-scale linear systems ⋮ Randomized Kaczmarz method with adaptive stepsizes for inconsistent linear systems ⋮ On the convergence of randomized and greedy relaxation schemes for solving nonsingular linear systems of equations ⋮ Accelerated greedy randomized augmented Kaczmarz algorithm for inconsistent linear systems ⋮ On multi-step randomized extended Kaczmarz method for solving large sparse inconsistent linear systems ⋮ A randomised iterative method for solving factorised linear systems ⋮ On relaxed greedy randomized coordinate descent methods for solving large linear least-squares problems ⋮ On greedy randomized block Gauss-Seidel method with averaging for sparse linear least-squares problems ⋮ Block sampling Kaczmarz-Motzkin methods for consistent linear systems ⋮ Randomized Extended Average Block Kaczmarz for Solving Least Squares ⋮ An extended row and column method for solving linear systems on a quantum computer ⋮ A doubly stochastic block Gauss-Seidel algorithm for solving linear equations ⋮ A count sketch maximal weighted residual Kaczmarz method for solving highly overdetermined linear systems ⋮ A new randomized Gauss-Seidel method for solving linear least-squares problems ⋮ On maximum residual block and two-step Gauss-Seidel algorithms for linear least-squares problems ⋮ Randomized double and triple Kaczmarz for solving extended normal equations ⋮ Projected randomized Kaczmarz methods ⋮ On the generally randomized extended Gauss-Seidel method ⋮ On two-subspace randomized extended Kaczmarz method for solving large linear least-squares problems ⋮ On relaxed greedy randomized iterative methods for the solution of factorized linear systems ⋮ Solving the system of nonsingular tensor equations via randomized Kaczmarz-like method ⋮ On Greedy Randomized Augmented Kaczmarz Method for Solving Large Sparse Inconsistent Linear Systems ⋮ A Partially Greedy Randomized Extended Gauss-Seidel Method for Solving Large Linear Systems
This page was built for publication: Tight upper bounds for the convergence of the randomized extended Kaczmarz and Gauss–Seidel algorithms