Research article Special Issues

A partially block randomized extended Kaczmarz method for solving large overdetermined inconsistent linear systems

  • Received: 22 December 2022 Revised: 08 May 2023 Accepted: 15 May 2023 Published: 31 May 2023
  • MSC : 65F10, 65F20

  • This paper presents a partial block randomized extended Kaczmarz (PBREK) method for solving large overdetermined inconsistent linear system of equations $ Ax = b $. The convergence theorem of the PBREK method is derived. Several examples are given to illustrate the effectiveness of the proposed PBREK method compared with the prevuious PREK method and the randomized extended Kaczmarz (REK) method.

    Citation: Feng Yin, Bu-Yue Zhang, Guang-Xin Huang. A partially block randomized extended Kaczmarz method for solving large overdetermined inconsistent linear systems[J]. AIMS Mathematics, 2023, 8(8): 18512-18527. doi: 10.3934/math.2023941

    Related Papers:

  • This paper presents a partial block randomized extended Kaczmarz (PBREK) method for solving large overdetermined inconsistent linear system of equations $ Ax = b $. The convergence theorem of the PBREK method is derived. Several examples are given to illustrate the effectiveness of the proposed PBREK method compared with the prevuious PREK method and the randomized extended Kaczmarz (REK) method.



    加载中


    [1] Z. Z. Bai, W. T. Wu, On partially randomized extended Kaczmarz method for solving large sparse overdetermined inconsistent linear systems, Linear Algebra Appl., 578 (2019), 225–250. https://doi.org/10.1016/j.laa.2019.05.005 doi: 10.1016/j.laa.2019.05.005
    [2] B. Dumitrescu, On the relation between the randomized extended Kaczmarz algorithm and coordinate descent, BIT Numer. Math., 55 (2015), 1005–1015. https://doi.org/10.1007/s10543-014-0526-9 doi: 10.1007/s10543-014-0526-9
    [3] K. Du, W. T. Si, X. H. Sun, Randomized extended average block Kaczmarz for solving least squares, SIAM J. Sci. Comput., 42 (2020), A3541–A3559. https://doi.org/10.1137/20M1312629 doi: 10.1137/20M1312629
    [4] P. P. B. Eggermont, G. T. Herman, A. Lent, Iterative algorithms for large partitioned linear systems, with applications to image reconstruction, Linear Algebra Appl., 40 (1981), 37–67. http://doi.org/10.1016/0024-3795(81)90139-7 doi: 10.1016/0024-3795(81)90139-7
    [5] T. Elfving, Block-iterative methods for consistent and inconsistent linear equations, Numer. Math., 35 (1980), 1–12. http://doi.org/10.1007/BF01396365 doi: 10.1007/BF01396365
    [6] S. G. Shafiei, M. Hajarian, Developing Kaczmarz method for solving Sylvester matrix equations, J. Franklin I., 359 (2022), 8991–9005. https://doi.org/10.1016/j.jfranklin.2022.09.028 doi: 10.1016/j.jfranklin.2022.09.028
    [7] S. Kaczmarz, Angenaherte auflosung von systemen linearer glei-chungen, Bull. Int. Acad. Pol. Sci. Lett. A, 35 (1937), 335–357
    [8] J. Liu, S. J. Wright, An accelerated randomized Kaczmarz algorithm, Math. Comput., 85 (2016), 153-178. https://doi.org/10.1090/mcom/2971 doi: 10.1090/mcom/2971
    [9] D. Needell, J. A. Tropp, Paved with good intentions: analysis of a randomized block Kaczmarz method, Linear Algebra Appl., 441 (2014), 199–221. https://doi.org/10.1016/j.laa.2012.12.022 doi: 10.1016/j.laa.2012.12.022
    [10] D. Needell, R. Zhao, A. Zouzias, Randomized block Kaczmarz method with projection for solving least squares, Linear Algebra Appl., 484 (2015), 322–343. https://doi.org/10.1016/j.laa.2015.06.027 doi: 10.1016/j.laa.2015.06.027
    [11] I. Necoara, Faster randomized block Kaczmarz algorithms, SIAM J. Matrix Anal. Appl., 40 (2019), 1425–1452. https://doi.org/10.1137/19M1251643 doi: 10.1137/19M1251643
    [12] S. Petra, C. Popa, Single projection Kaczmarz extended algorithms, Numer. Algorithms, 73 (2016), 791–806. https://doi.org/10.1007/s11075-016-0118-7 doi: 10.1007/s11075-016-0118-7
    [13] T. Strohmer, R.Vershynin, A randomized Kaczmarz algorithm with exponential convergence, J. Fourier Anal. Appl., 15 (2009), 262–278. https://doi.org/10.1007/s00041-008-9030-4 doi: 10.1007/s00041-008-9030-4
    [14] N. C. Wu, H. Xiang, Projected randomized Kaczmarz methods, J. Comput. Appl. Math., 372 (2020), 112672. https://doi.org/10.1016/j.cam.2019.112672 doi: 10.1016/j.cam.2019.112672
    [15] A. Zouzias, N. M. Freris, Randomized extended Kaczmarz for solving least squares, SIAM J. Matrix Anal. Appl., 34 (2013), 773–793. https://doi.org/10.1137/120889897 doi: 10.1137/120889897
  • Reader Comments
  • © 2023 the Author(s), licensee AIMS Press. This is an open access article distributed under the terms of the Creative Commons Attribution License (http://creativecommons.org/licenses/by/4.0)
通讯作者: 陈斌, bchen63@163.com
  • 1. 

    沈阳化工大学材料科学与工程学院 沈阳 110142

  1. 本站搜索
  2. 百度学术搜索
  3. 万方数据库搜索
  4. CNKI搜索

Metrics

Article views(1194) PDF downloads(67) Cited by(2)

Article outline

Figures and Tables

Figures(6)  /  Tables(5)

Other Articles By Authors

/

DownLoad:  Full-Size Img  PowerPoint
Return
Return

Catalog