随机扩展Kaczmarz与Gauss-Seidel算法收敛性的改进上界
数值分析
2018-01-11 v1
摘要
随机扩展Kaczmarz和Gauss-Seidel算法因能够处理各类线性方程组(相容或不相容、满秩或秩亏)而备受关注。本文将随机扩展Kaczmarz和Gauss-Seidel算法解释为随机Kaczmarz和Gauss-Seidel算法的特定组合,并给出了它们收敛性的改进上界。
引用
@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}
}
备注
13 pages, 4 figures