Inertial randomized Kaczmarz algorithms for solving coherent linear systems

In this paper, by regarding the two-subspace Kaczmarz method as an alternated inertial randomized Kaczmarz algorithm we present a better convergence rate estimate under a mild condition. Furthermore, we accelerate the alternated inertial randomized Kaczmarz algorithm and introduce a multi-step inert...

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Vydané v:Numerical algorithms Ročník 99; číslo 1; s. 133 - 163
Hlavní autori: He, Songnian, Wang, Ziting, Dong, Qiao-Li
Médium: Journal Article
Jazyk:English
Vydavateľské údaje: New York Springer US 01.05.2025
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Abstract In this paper, by regarding the two-subspace Kaczmarz method as an alternated inertial randomized Kaczmarz algorithm we present a better convergence rate estimate under a mild condition. Furthermore, we accelerate the alternated inertial randomized Kaczmarz algorithm and introduce a multi-step inertial randomized Kaczmarz algorithm which is proved to have a faster convergence rate. Numerical experiments support the theory results and illustrate that the multi-inertial randomized Kaczmarz algorithm significantly outperform the two-subspace Kaczmarz method in solving coherent linear systems.
AbstractList In this paper, by regarding the two-subspace Kaczmarz method as an alternated inertial randomized Kaczmarz algorithm we present a better convergence rate estimate under a mild condition. Furthermore, we accelerate the alternated inertial randomized Kaczmarz algorithm and introduce a multi-step inertial randomized Kaczmarz algorithm which is proved to have a faster convergence rate. Numerical experiments support the theory results and illustrate that the multi-inertial randomized Kaczmarz algorithm significantly outperform the two-subspace Kaczmarz method in solving coherent linear systems.
Author He, Songnian
Dong, Qiao-Li
Wang, Ziting
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  givenname: Qiao-Li
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  organization: Tianjin Key Laboratory for Advanced Signal Processing and College of Science, Civil Aviation University of China
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CitedBy_id crossref_primary_10_1007_s10092_024_00621_0
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Keywords System of linear equations
Two-subspace Kaczmarz method
Inertial randomized Kaczmarz algorithm
Randomized Kaczmarz algorithm
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Inertial extrapolation
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SubjectTerms Algebra
Algorithms
Computer Science
Convergence
Convex analysis
Eigenvalues
Linear equations
Linear systems
Methods
Numeric Computing
Numerical Analysis
Original Paper
Random variables
Subspaces
Theory of Computation
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Title Inertial randomized Kaczmarz algorithms for solving coherent linear systems
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