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On greedy randomized coordinate descent methods for solving large linear least-squares problems

文献类型：期刊论文

作者Bai, Zhong-Zhi1,2; Wu, Wen-Ting1,2
刊名NUMERICAL LINEAR ALGEBRA WITH APPLICATIONS
出版日期2019-08-01
卷号26期号:4页码:15
关键词convergence property coordinate descent method linear least-squares problem randomized iteration
ISSN号1070-5325
DOI10.1002/nla.2237
英文摘要For solving large scale linear least-squares problem by iteration methods, we introduce an effective probability criterion for selecting the working columns from the coefficient matrix and construct a greedy randomized coordinate descent method. It is proved that this method converges to the unique solution of the linear least-squares problem when its coefficient matrix is of full rank, with the number of rows being no less than the number of columns. Numerical results show that the greedy randomized coordinate descent method is more efficient than the randomized coordinate descent method.
资助项目National Natural Science Foundation of China[11671393]
WOS研究方向Mathematics
语种英语
WOS记录号WOS:000474224800003
出版者WILEY
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/35089]  
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, Peoples R China
推荐引用方式
GB/T 7714		 Bai, Zhong-Zhi,Wu, Wen-Ting. On greedy randomized coordinate descent methods for solving large linear least-squares problems[J]. NUMERICAL LINEAR ALGEBRA WITH APPLICATIONS,2019,26(4):15.
APA Bai, Zhong-Zhi,&Wu, Wen-Ting.(2019).On greedy randomized coordinate descent methods for solving large linear least-squares problems.NUMERICAL LINEAR ALGEBRA WITH APPLICATIONS,26(4),15.
MLA Bai, Zhong-Zhi,et al."On greedy randomized coordinate descent methods for solving large linear least-squares problems".NUMERICAL LINEAR ALGEBRA WITH APPLICATIONS 26.4(2019):15.

入库方式： OAI收割

来源：数学与系统科学研究院

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