A subspace constrained randomized Kaczmarz method for structure or external knowledge exploitation

We study a version of the randomized Kaczmarz algorithm for solving systems of linear equations where the iterates are confined to the solution space of a selected subsystem. We show that the subspace constraint leads to an accelerated convergence rate, especially when the system has approximately l...

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Bibliographic Details

Published in:	Linear algebra and its applications Vol. 698; pp. 220 - 260
Main Authors:	Lok, Jackie, Rebrova, Elizaveta
Format:	Journal Article
Language:	English
Published:	Elsevier Inc 01.10.2024
Subjects:	Corrupted linear systems Kaczmarz algorithm Quantile methods Stochastic iterative methods 68W20 Stochastic iterative methods 65F10 65F20 Kaczmarz algorithm Quantile methods 60B20 Corrupted linear systems
ISSN:	0024-3795, 1873-1856
Online Access:	Get full text
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