Sparse sampling Kaczmarz–Motzkin method with linear convergence
From MaRDI portal
Publication:6139724
Abstract: The randomized sparse Kaczmarz method was recently proposed to recover sparse solutions of linear systems. In this work, we introduce a greedy variant of the randomized sparse Kaczmarz method by employing the sampling Kaczmarz-Motzkin method, and prove its linear convergence in expectation with respect to the Bregman distance in the noiseless and noisy cases. This greedy variant can be viewed as a unification of the sampling Kaczmarz-Motzkin method and the randomized sparse Kaczmarz method, and hence inherits the merits of these two methods. Numerically, we report a couple of experimental results to demonstrate its superiority
Recommendations
- A weighted randomized sparse Kaczmarz method for solving linear systems
- Linear convergence of the randomized sparse Kaczmarz method
- A greedy average block sparse Kaczmarz method for sparse solutions of linear systems
- scientific article; zbMATH DE number 7295865
- Greedy Motzkin–Kaczmarz methods for solving linear systems
Cites work
- A dual algorithm for a class of augmented convex signal recovery models
- A randomized Kaczmarz algorithm with exponential convergence
- Acceleration of randomized Kaczmarz method via the Johnson-Lindenstrauss lemma
- Augmented \(\ell_1\) and nuclear-norm models with a globally linearly convergent algorithm
- Block Kaczmarz method with inequalities
- Linear convergence of the randomized sparse Kaczmarz method
- Paved with good intentions: analysis of a randomized block Kaczmarz method
- Randomized methods for linear constraints: convergence rates and conditioning
- The University of Florida sparse matrix collection
- The linearized Bregman method via split feasibility problems: analysis and generalizations
Cited in
(7)- A randomized sparse Kaczmarz solver for sparse signal recovery via minimax-concave penalty
- Greedy randomized sampling nonlinear Kaczmarz methods
- Adaptively sketched Bregman projection methods for linear systems
- On sampling Kaczmarz-Motzkin methods for solving large-scale nonlinear systems
- On randomized sampling Kaczmarz method with application in compressed sensing
- A greedy average block sparse Kaczmarz method for sparse solutions of linear systems
- Linear convergence of the randomized sparse Kaczmarz method
This page was built for publication: Sparse sampling Kaczmarz–Motzkin method with linear convergence
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6139724)
