English

On maximum residual block Kaczmarz method for solving large consistent linear systems

Numerical Analysis 2024-04-16 v1 Numerical Analysis

Abstract

For solving large consistent linear systems by iteration methods, inspired by the maximum residual Kaczmarz method and the randomized block Kaczmarz method, we propose the maximum residual block Kaczmarz method, which is designed to preferentially eliminate the largest block in the residual vector rkr_{k} at each iteration. At the same time, in order to further improve the convergence rate, we construct the maximum residual average block Kaczmarz method to avoid the calculation of pseudo-inverse in block iteration, which completes the iteration by projecting the iteration vector xkx_{k} to each row of the constrained subset of AA and applying different extrapolation step sizes to average them. We prove the convergence of these two methods and give the upper bounds on their convergence rates, respectively. Numerical experiments validate our theory and show that our proposed methods are superior to some other block Kaczmarz methods.

Keywords

Cite

@article{arxiv.2404.09448,
  title  = {On maximum residual block Kaczmarz method for solving large consistent linear systems},
  author = {Wen-Ning Sun and Mei Qin},
  journal= {arXiv preprint arXiv:2404.09448},
  year   = {2024}
}
R2 v1 2026-06-28T15:54:03.793Z