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On relaxed greedy randomized Kaczmarz methods for solving large sparse linear systems
Bai, Zhong-Zhi1; Wu, Wen-Ting
2018-09-01
Source PublicationAPPLIED MATHEMATICS LETTERS
ISSN0893-9659
Volume83Pages:21-26
AbstractFor solving large sparse systems of linear equations by iteration methods, we further generalize the greedy randomized Kaczmarz method by introducing a relaxation parameter in the involved probability criterion, obtaining a class of relaxed greedy randomized Kaczmarz methods. We prove the convergence of these methods when the linear system is consistent, and show that these methods can be more efficient than the greedy randomized Kaczmarz method if the relaxation parameter is chosen appropriately. (C) 2018 Elsevier Ltd. All rights reserved.
KeywordSystem of linear equations Kaczmarz method Randomized iteration Relaxation Convergence property
DOI10.1016/j.aml.2018.03.008
Language英语
Funding ProjectNational Natural Science Foundation, P.R. China[11671393]
WOS Research AreaMathematics
WOS SubjectMathematics, Applied
WOS IDWOS:000432512900004
PublisherPERGAMON-ELSEVIER SCIENCE LTD
Citation statistics
Cited Times:5[WOS]   [WOS Record]     [Related Records in WOS]
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/30394
Collection计算数学与科学工程计算研究所
Affiliation1.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
Recommended Citation
GB/T 7714
Bai, Zhong-Zhi,Wu, Wen-Ting. On relaxed greedy randomized Kaczmarz methods for solving large sparse linear systems[J]. APPLIED MATHEMATICS LETTERS,2018,83:21-26.
APA Bai, Zhong-Zhi,&Wu, Wen-Ting.(2018).On relaxed greedy randomized Kaczmarz methods for solving large sparse linear systems.APPLIED MATHEMATICS LETTERS,83,21-26.
MLA Bai, Zhong-Zhi,et al."On relaxed greedy randomized Kaczmarz methods for solving large sparse linear systems".APPLIED MATHEMATICS LETTERS 83(2018):21-26.
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