Refined upper bounds for the convergence of the randomized extended Kaczmarz and Gauss-Seidel algorithms
Numerical Analysis
2018-01-11 v1
Abstract
The randomized extended Kaczmarz and Gauss-Seidel algorithms have attracted much attention because of their ability to treat all types of linear systems (consistent or inconsistent, full rank or rank-deficient). In this paper, we interpret the randomized extended Kaczmarz and Gauss-Seidel algorithms as specific combinations of the randomized Kaczmarz and Gauss-Seidel algorithms and present refined upper bounds for their convergence.
Keywords
Cite
@article{arxiv.1801.03250,
title = {Refined upper bounds for the convergence of the randomized extended Kaczmarz and Gauss-Seidel algorithms},
author = {Kui Du},
journal= {arXiv preprint arXiv:1801.03250},
year = {2018}
}
Comments
13 pages, 4 figures