On convergence rate of the randomized Kaczmarz method
文献类型：期刊论文
| 作者 | Bai, Zhong-Zhi1,2 ; Wu, Wen-Ting1,2
|
| 刊名 | LINEAR ALGEBRA AND ITS APPLICATIONS
 |
| 出版日期 | 2018-09-15 |
| 卷号 | 553页码:252-269 |
| 关键词 | System of linear equations Randomized Kaczmarz method Convergence rate |
| ISSN号 | 0024-3795 |
| DOI | 10.1016/j.laa.2018.05.009 |
| 英文摘要 | For consistent system of linear equations with the coefficient matrix being flat, we conduct an exact closed-form formula for the mean squared error of the iterate generated by the randomized Kaczmarz method, which completes the existing closed-form formula derived only for the tall coefficient matrix. Based upon these formulas, we further estimate an upper bound for the convergence rate of the randomized Kaczmarz method. Both theoretical analysis and numerical experiments demonstrate that this bound can significantly improve the existing ones. (C) 2018 Elsevier Inc. All rights reserved. |
| 资助项目 | National Natural Science Foundation, P.R. China[11671393] ; P.R. China |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000436050600014 |
| 出版者 | ELSEVIER SCIENCE INC |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/30599]  |
| 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 | 1.Chinese Acad Sci, Acad Math & Syst Sci, State Key Lab Sci Engn Comp, Inst Computat Math & Sci Engn Comp, POB 2719, Beijing 100190, Peoples R China 2.Univ Chinese Acad Sci, Sch Math Sci, Beijing 100049, Peoples R China |
| 推荐引用方式 GB/T 7714 | Bai, Zhong-Zhi,Wu, Wen-Ting. On convergence rate of the randomized Kaczmarz method[J]. LINEAR ALGEBRA AND ITS APPLICATIONS,2018,553:252-269. |
| APA | Bai, Zhong-Zhi,&Wu, Wen-Ting.(2018).On convergence rate of the randomized Kaczmarz method.LINEAR ALGEBRA AND ITS APPLICATIONS,553,252-269. |
| MLA | Bai, Zhong-Zhi,et al."On convergence rate of the randomized Kaczmarz method".LINEAR ALGEBRA AND ITS APPLICATIONS 553(2018):252-269. |
入库方式： OAI收割
来源：数学与系统科学研究院
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