Surrounding the solution of a Linear System of Equations from all sides
Numerical Analysis
2021-09-22 v3 Numerical Analysis
Functional Analysis
Probability
Abstract
Suppose is invertible and we are looking for the solution of . Given an initial guess , we show that by reflecting through hyperplanes generated by the rows of , we can generate an infinite sequence such that all elements have the same distance to the solution, i.e. . If the hyperplanes are chosen at random, averages over the sequence converge and The bound does not depend on the dimension of the matrix. This introduces a purely geometric way of attacking the problem: are there fast ways of estimating the location of the center of a sphere from knowing many points on the sphere? Our convergence rate (coinciding with that of the Random Kaczmarz method) comes from averaging, can one do better?
Keywords
Cite
@article{arxiv.2009.01757,
title = {Surrounding the solution of a Linear System of Equations from all sides},
author = {Stefan Steinerberger},
journal= {arXiv preprint arXiv:2009.01757},
year = {2021}
}