On relaxed greedy randomized Kaczmarz methods for solving large sparse linear systems

Zhong Zhi Bai*, Wen Ting Wu

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

93 Citations (Scopus)

Abstract

For solving large sparse systems of linear equations by iteration methods, we further generalize the greedy randomized Kaczmarz method by introducing a relaxation parameter in the involved probability criterion, obtaining a class of relaxed greedy randomized Kaczmarz methods. We prove the convergence of these methods when the linear system is consistent, and show that these methods can be more efficient than the greedy randomized Kaczmarz method if the relaxation parameter is chosen appropriately.

Original languageEnglish
Pages (from-to)21-26
Number of pages6
JournalApplied Mathematics Letters
Volume83
DOIs
Publication statusPublished - Sept 2018
Externally publishedYes

Keywords

  • Convergence property
  • Kaczmarz method
  • Randomized iteration
  • Relaxation
  • System of linear equations

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