The randomized Kaczmarz method with mismatched adjoint
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Abstract: This paper investigates the randomized version of the Kaczmarz method to solve linear systems in the case where the adjoint of the system matrix is not exact---a situation we refer to as "mismatched adjoint". We show that the method may still converge both in the over- and underdetermined consistent case under appropriate conditions, and we calculate the expected asymptotic rate of linear convergence. Moreover, we analyze the inconsistent case and obtain results for the method with mismatched adjoint as for the standard method. Finally, we derive a method to compute optimized probabilities for the choice of the rows and illustrate our findings with numerical example.
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Cites work
- A randomized Kaczmarz algorithm with exponential convergence
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- scientific article; zbMATH DE number 6159604 (Why is no real title available?)
- Randomized extended Kaczmarz for solving least squares
- Randomized Kaczmarz solver for noisy linear systems
Cited in
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- Greedy randomized and maximal weighted residual Kaczmarz methods with oblique projection
- Extended randomized Kaczmarz method for sparse least squares and impulsive noise problems
- On the error estimate of the randomized double block Kaczmarz method
- Chambolle-Pock's primal-dual method with mismatched adjoint
- Convergence of proximal gradient algorithm in the presence of adjoint mismatch
- Sampled limited memory methods for massive linear inverse problems
- Fixing nonconvergence of algebraic iterative reconstruction with an unmatched backprojector
- Randomized Kaczmarz method with adaptive stepsizes for inconsistent linear systems
- Mathematical imaging and surface processing. Abstracts from the workshop held August 21--27, 2022
- Linearly convergent adjoint free solution of least squares problems by random descent
- Convergence Results for Primal-Dual Algorithms in the Presence of Adjoint Mismatch
- Randomized Kaczmarz algorithm with averaging and block projection
- Average block column action methods for solving least squares problems
- A subspace constrained randomized Kaczmarz method for structure or external knowledge exploitation
- Solution of mismatched monotone+Lipschitz inclusion problems
- Mismatched adjoint random Kaczmarz with averaging
- Computing adjoint mismatch of linear maps
- Matrix-free stochastic calculation of operator norms without using adjoints
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