A two-dimensional randomized extended Gauss-Seidel algorithm for solving least squares problems

DOI10.1007/S11075-023-01661-3MaRDI QIDQ6543330zbMATH OpenFDO

Authors Ashif Mustafa, Manideepa Saha

Publication date 24 May 2024

Published in Numerical Algorithms (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S11075-023-01661-3

zbMATH Keywords

coordinate descentiterative techniquesleast squares problemPetrov-Galerkin conditionprojectionrandomized methods

Mathematics Subject Classification ID

Linear equations (linear algebraic aspects) (15A06) Numerical analysis (65-XX) Iterative numerical methods for linear systems (65F10) Numerical solutions to overdetermined systems, pseudoinverses (65F20)

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Cites work

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• scientific article; zbMATH DE number 1953444 (Why is no real title available?)
• scientific article; zbMATH DE number 3027894 (Why is no real title available?)
• LSQR: An Algorithm for Sparse Linear Equations and Sparse Least Squares
• On greedy randomized coordinate descent methods for solving large linear least-squares problems.
• On maximum residual block and two-step Gauss-Seidel algorithms for linear least-squares problems
• On the error estimate of the randomized double block Kaczmarz method
• Paved with good intentions: analysis of a randomized block Kaczmarz method
• Randomized block Kaczmarz method with projection for solving least squares
• Randomized extended Kaczmarz for solving least squares
• Randomized Kaczmarz solver for noisy linear systems
• Randomized methods for linear constraints: convergence rates and conditioning
• Tight upper bounds for the convergence of the randomized extended Kaczmarz and Gauss-Seidel algorithms.
• Two-subspace projection method for coherent overdetermined systems

Cited in

(4)

• Linearly convergent adjoint free solution of least squares problems by random descent
• Maximal residual coordinate descent method with k-means clustering for solving large linear least-squares problems
• A maximal residual two subspace projection algorithm for solving least-squares problems
• A class of improved randomized Gauss-Seidel methods based on the leverage scores for the parameter estimation of TAR model

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