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 language | English |
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Pages (from-to) | 21-26 |
Number of pages | 6 |
Journal | Applied Mathematics Letters |
Volume | 83 |
DOIs | |
Publication status | Published - Sept 2018 |
Externally published | Yes |
Keywords
- Convergence property
- Kaczmarz method
- Randomized iteration
- Relaxation
- System of linear equations