On Kaczmarz's projection iteration as a direct solver for linear least squares problems

DOI10.1016/J.LAA.2011.02.017MaRDI QIDQ651214zbMATH OpenOpenAlexFDO

Authors Constantin Popa, Tobias Preclik, Harald Köstler, Ulrich Rüde

Publication date 8 December 2011

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.laa.2011.02.017

zbMATH Keywords

numerical examplesstabilityMoore-Penrose inversesKaczmarz algorithmdirect projection methodsextended Kaczmarz algorithmlinear least squares problemsrigid multibody dynamicsround-off analysis

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Iterative numerical methods for linear systems (65F10) Dynamics of multibody systems (70E55)

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Cited in

(14)

• Randomized block Kaczmarz method with projection for solving least squares
• Gauss-Seidel method with oblique direction
• Stochastic gradient descent, weighted sampling, and the randomized Kaczmarz algorithm
• A sampling Kaczmarz-Motzkin algorithm for linear feasibility
• Convergence properties of the randomized extended Gauss-Seidel and Kaczmarz methods
• Adaptively sketched Bregman projection methods for linear systems
• Greed Works: An Improved Analysis of Sampling Kaczmarz--Motzkin
• Rows versus Columns: Randomized Kaczmarz or Gauss--Seidel for Ridge Regression
• scientific article; zbMATH DE number 2217730 (Why is no real title available?)
• Greedy randomized and maximal weighted residual Kaczmarz methods with oblique projection
• A direct solver for the least‐squares problem arising from GMRES(k)
• Supplementary projections for the acceleration of Kaczmarz algorithm
• The direct-projection methods
• A direct projection method in the problem of complete least squares

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