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...

Celý popis

Uložené v:

Podrobná bibliografia
Vydané v:	Linear algebra and its applications Ročník 698; s. 220 - 260
Hlavní autori:	Lok, Jackie, Rebrova, Elizaveta
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Elsevier Inc 01.10.2024
Predmet:	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
On-line prístup:	Získať plný text
Tagy:	Pridať tag Žiadne tagy, Buďte prvý, kto otaguje tento záznam!

Buďte prvý, kto okomentuje tento záznam!