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![]() |
刊名 | LINEAR ALGEBRA AND ITS APPLICATIONS
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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 |
DOI | 10.1016/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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