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 |
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| Hlavní autori: | , , |
| Médium: | Journal Article |
| Jazyk: | English |
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New York
Springer US
01.05.2025
Springer Nature B.V |
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| ISSN: | 1017-1398, 1572-9265 |
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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. |
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| 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 |
| Author_xml | – sequence: 1 givenname: Songnian surname: He fullname: He, Songnian organization: Tianjin Key Laboratory for Advanced Signal Processing and College of Science, Civil Aviation University of China – sequence: 2 givenname: Ziting surname: Wang fullname: Wang, Ziting organization: College of Science, Civil Aviation University of China – sequence: 3 givenname: Qiao-Li surname: Dong fullname: Dong, Qiao-Li email: dongql@lsec.cc.ac.cn organization: Tianjin Key Laboratory for Advanced Signal Processing and College of Science, Civil Aviation University of China |
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| Cites_doi | 10.1016/j.laa.2012.12.022 10.1007/s10898-018-0727-x 10.1007/s00041-012-9248-z 10.1137/15M1046095 10.1137/21M1422963 10.1109/42.538946 10.1007/s10589-020-00220-z 10.1137/120896219 10.1137/15M1014425 10.1016/0041-5553(64)90137-5 10.1137/1023097 10.1016/S0377-0427(00)00361-7 10.1109/ECC.2015.7330562 10.1109/42.241889 10.1016/j.apnum.2020.06.009 10.1007/s10957-018-1226-4 10.1137/080716542 10.1137/17M1137747 10.1007/s10107-021-01649-8 10.1007/978-1-4419-9467-7 10.19139/124 10.1007/s00041-008-9030-4 10.1201/b16485 |
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| Keywords | System of linear equations Two-subspace Kaczmarz method Inertial randomized Kaczmarz algorithm Randomized Kaczmarz algorithm 65J20 47J06 Inertial extrapolation |
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| Title | Inertial randomized Kaczmarz algorithms for solving coherent linear systems |
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