ON GREEDY RANDOMIZED KACZMARZ METHOD FOR SOLVING LARGE SPARSE LINEAR SYSTEMS
文献类型：期刊论文
| 作者 | Bai, Zhong-Zhi ; Wu, Wen-Ting
|
| 刊名 | SIAM JOURNAL ON SCIENTIFIC COMPUTING
 |
| 出版日期 | 2018 |
| 卷号 | 40期号:1页码:A592-A606 |
| 关键词 | system of linear equations Kaczmarz method randomized iteration convergence property |
| ISSN号 | 1064-8275 |
| DOI | 10.1137/17M1137747 |
| 英文摘要 | For solving large-scale systems of linear equations by iteration methods, we introduce an effective probability criterion for selecting the working rows from the coefficient matrix and construct a greedy randomized Kaczmarz method. It is proved that this method converges to the unique least-norm solution of the linear system when it is consistent. Theoretical analysis demonstrates that the convergence rate of the greedy randomized Kaczmarz method is much faster than the randomized Kaczmarz method, and numerical results also show that the greedy randomized Kaczmarz method is more efficient than the randomized Kaczmarz method. |
| 资助项目 | National Natural Science Foundation[11671393] |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000426743500025 |
| 出版者 | SIAM PUBLICATIONS |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/29904]  |
| 专题 | 计算数学与科学工程计算研究所 |
| 通讯作者 | Bai, Zhong-Zhi |
| 作者单位 | Chinese Acad Sci, State Key Lab Sci Engn Comp, Inst Computat Math & Sci Engn Comp, Acad Math & Syst Sci, POB 2719, Beijing 100190, Peoples R China |
| 推荐引用方式 GB/T 7714 | Bai, Zhong-Zhi,Wu, Wen-Ting. ON GREEDY RANDOMIZED KACZMARZ METHOD FOR SOLVING LARGE SPARSE LINEAR SYSTEMS[J]. SIAM JOURNAL ON SCIENTIFIC COMPUTING,2018,40(1):A592-A606. |
| APA | Bai, Zhong-Zhi,&Wu, Wen-Ting.(2018).ON GREEDY RANDOMIZED KACZMARZ METHOD FOR SOLVING LARGE SPARSE LINEAR SYSTEMS.SIAM JOURNAL ON SCIENTIFIC COMPUTING,40(1),A592-A606. |
| MLA | Bai, Zhong-Zhi,et al."ON GREEDY RANDOMIZED KACZMARZ METHOD FOR SOLVING LARGE SPARSE LINEAR SYSTEMS".SIAM JOURNAL ON SCIENTIFIC COMPUTING 40.1(2018):A592-A606. |
入库方式： OAI收割
来源：数学与系统科学研究院
浏览0
下载0
收藏0
其他版本
除非特别说明，本系统中所有内容都受版权保护，并保留所有权利。