Randomized Kaczmarz method with adaptive stepsizes for inconsistent linear systems
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Publication:6076947
Abstract: We investigate the randomized Kaczmarz method that adaptively updates the stepsize using readily available information for solving inconsistent linear systems. A novel geometric interpretation is provided which shows that the proposed method can be viewed as an orthogonal projection method in some sense. We prove that this method converges linearly in expectation to the unique minimum Euclidean norm least-squares solution of the linear system, and provide a tight upper bound for the convergence of the proposed method. Numerical experiments are also given to illustrate the theoretical results.
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Cited in
(12)- A class of residual-based extended Kaczmarz methods for solving inconsistent linear systems
- Quantile-based Random Kaczmarz for corrupted linear systems of equations
- Accelerated greedy randomized augmented Kaczmarz algorithm for inconsistent linear systems
- Randomized Kaczmarz algorithm with averaging and block projection
- A greedy average block sparse Kaczmarz method for sparse solutions of linear systems
- On adaptive stochastic heavy ball momentum for solving linear systems
- Adaptive Bregman-Kaczmarz: an approach to solve linear inverse problems with independent noise exactly
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