中国科学院机构知识库网格
Chinese Academy of Sciences Institutional Repositories Grid
On partially randomized extended Kaczmarz method for solving large sparse overdetermined inconsistent linear systems

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2019-10-01
卷号578页码:225-250
关键词System of linear equations Inconsistency Kaczmarz method Randomized iteration Convergence property
ISSN号0024-3795
DOI10.1016/j.laa.2019.05.005
英文摘要For solving large sparse, overdetermined, and inconsistent system of linear equations by iteration methods, by further reconstructing the randomized extended Kaczmarz method proposed by Zouzias and Freris in 2013 (SIAM J. Matrix Anal. Appl. 34 (2013), 773-793), we propose a partially randomized extended Kaczmarz method. When the coefficient matrix is assumed to be of full column rank, we prove the convergence and derive an upper bound for the expected convergence rate of the partially randomized extended Kaczmarz method. This bound could be smaller than that of the randomized extended Kaczmarz method under certain conditions. Moreover, with numerical results we show that the partially randomized extended Kaczmarz method can be much more effective than the randomized extended Kaczmarz method. (C) 2019 Elsevier Inc. All rights reserved.
资助项目National Natural Science Foundation, P.R. China[11671393] ; National Natural Science Foundation, P.R. China[11911530082]
WOS研究方向Mathematics
语种英语
WOS记录号WOS:000478705400012
出版者ELSEVIER SCIENCE INC
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/35251]  
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, Inst Computat Math & Sci Engn Comp, State Key Lab 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 partially randomized extended Kaczmarz method for solving large sparse overdetermined inconsistent linear systems[J]. LINEAR ALGEBRA AND ITS APPLICATIONS,2019,578:225-250.
APA Bai, Zhong-Zhi,&Wu, Wen-Ting.(2019).On partially randomized extended Kaczmarz method for solving large sparse overdetermined inconsistent linear systems.LINEAR ALGEBRA AND ITS APPLICATIONS,578,225-250.
MLA Bai, Zhong-Zhi,et al."On partially randomized extended Kaczmarz method for solving large sparse overdetermined inconsistent linear systems".LINEAR ALGEBRA AND ITS APPLICATIONS 578(2019):225-250.

入库方式: OAI收割

来源:数学与系统科学研究院

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