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Randomized Kaczmarz method with adaptive stepsizes for inconsistent linear systems.
- Source :
-
Numerical Algorithms . Nov2023, Vol. 94 Issue 3, p1403-1420. 18p. - Publication Year :
- 2023
-
Abstract
- We investigate the randomized Kaczmarz method that adaptively updates the stepsize using readily available information for solving inconsistent linear systems. A novel geometric interpretation is provided which shows that the proposed method can be viewed as an orthogonal projection method in some sense. We prove that this method converges linearly in expectation to the unique minimum Euclidean norm least-squares solution of the linear system, and provide a tight upper bound for the convergence of the proposed method. Numerical experiments are also given to illustrate the theoretical results. [ABSTRACT FROM AUTHOR]
- Subjects :
- *LINEAR equations
*LINEAR systems
*ADAPTIVE control systems
Subjects
Details
- Language :
- English
- ISSN :
- 10171398
- Volume :
- 94
- Issue :
- 3
- Database :
- Academic Search Index
- Journal :
- Numerical Algorithms
- Publication Type :
- Academic Journal
- Accession number :
- 172893694
- Full Text :
- https://doi.org/10.1007/s11075-023-01540-x