A Novel Greedy Kaczmarz Method For Solving Consistent Linear Systems
Numerical Analysis
2020-04-07 v1 Numerical Analysis
Abstract
With a quite different way to determine the working rows, we propose a novel greedy Kaczmarz method for solving consistent linear systems. Convergence analysis of the new method is provided. Numerical experiments show that, for the same accuracy, our method outperforms the greedy randomized Kaczmarz method and the relaxed greedy randomized Kaczmarz method introduced recently by Bai and Wu [Z.Z. BAI AND W.T. WU, On greedy randomized Kaczmarz method for solving large sparse linear systems, SIAM J. Sci. Comput., 40 (2018), pp. A592--A606; Z.Z. BAI AND W.T. WU, On relaxed greedy randomized Kaczmarz methods for solving large sparse linear systems, Appl. Math. Lett., 83 (2018), pp. 21--26] in term of the computing time.
Cite
@article{arxiv.2004.02062,
title = {A Novel Greedy Kaczmarz Method For Solving Consistent Linear Systems},
author = {Hanyu Li and Yanjun Zhang},
journal= {arXiv preprint arXiv:2004.02062},
year = {2020}
}