A twin error gauge for Kaczmarz's iterations

Iterative numerical methods for linear systems (65F10) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Ill-posedness and regularization problems in numerical linear algebra (65F22) Numerical methods for inverse problems for integral equations (65R32)

arXiv classification

cs.NA math.NA

Abstract: We propose two new algebraic reconstruction techniques based on Kaczmarz's method that produce a regularized solution to noisy tomography problems. Tomography problems exhibit semi-convergence when iterative methods are employed, and the aim is therefore to stop near the semi-convergence point. Our approach is based on an error gauge that is constructed by pairing standard down-sweep Kaczmarz's method with its up-sweep version; we stop the iterations when this error gauge is minimal. The reconstructions of the new methods differ from standard Kaczmarz iterates in that our final result is the average of the stopped up- and down-sweeps. Even when Kaczmarz's method is supplied with an oracle that provides the exact error -- and is thereby able to stop at the best possible iterate -- our methods have a lower two-norm error in the vast majority of our test cases. In terms of computational cost, our methods are a little cheaper than standard Kaczmarz equipped with a statistical stopping rule.

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