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

doi:10.1002/nla.2237

	On greedy randomized coordinate descent methods for solving large linear least-squares problems
	Bai, Zhong-Zhi1,2 ; Wu, Wen-Ting 1,2
	2019-08-01
发表期刊	NUMERICAL LINEAR ALGEBRA WITH APPLICATIONS
ISSN	1070-5325
卷号	26 期号:4 页码:15
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.
关键词	convergence property coordinate descent method linear least-squares problem randomized iteration
DOI	10.1002/nla.2237
语种	英语
资助项目	National Natural Science Foundation of China[11671393]
WOS研究方向	Mathematics
WOS类目	Mathematics, Applied ; Mathematics
WOS记录号	WOS:000474224800003
出版者	WILEY
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/35090
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.