On relaxed greedy randomized Kaczmarz methods for solving large sparse linear systems

doi:10.1016/j.aml.2018.03.008

	On relaxed greedy randomized Kaczmarz methods for solving large sparse linear systems
	Bai, Zhong-Zhi1 ; Wu, Wen-Ting
	2018-09-01
发表期刊	APPLIED MATHEMATICS LETTERS
ISSN	0893-9659
卷号	83 页码:21-26
摘要	For 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.
关键词	System of linear equations Kaczmarz method Randomized iteration Relaxation Convergence property
DOI	10.1016/j.aml.2018.03.008
语种	英语
资助项目	National Natural Science Foundation, P.R. China[11671393]
WOS研究方向	Mathematics
WOS类目	Mathematics, Applied
WOS记录号	WOS:000432512900004
出版者	PERGAMON-ELSEVIER SCIENCE LTD
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/30394
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 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.