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arXiv 1504.00231math.NAcs.DScs.NA
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单投影Kaczmarz扩展算法

Single Projection Kaczmarz Extended Algorithms

University of Heidelberg(海德堡大学);OVIDIUS University of Constanta(康斯坦察奥维迪乌斯大学)

Stefania Petra, Constantin Popa

AI总结:

本文研究了单投影Kaczmarz扩展算法,通过同时去除误差项和应用Kaczmarz迭代,实现对大不一致方程组的最小二乘解的收敛。

摘要:

为寻找非常大且不一致方程组的最小二乘解,可以采用扩展Kaczmarz算法。该方法同时去除误差项,使得系统渐近趋于一致,并对当前近似解应用Kaczmarz迭代。对于随机修正的右端项和随机选择的Kaczmarz更新,已证明收敛到最小二乘解。我们考虑确定性控制策略,并展示当行和列更新根据近似循环或最大残差选择时,收敛到最小二乘解。

英文摘要:

To find the least squares solution of a very large and inconsistent system of equations, one can employ the extended Kaczmarz algorithm. This method simultaneously removes the error term, such that a consistent system is asymptotically obtained, and applies Kaczmarz iterations for the current approximation of this system. For random corrections of the right hand side and Kaczmarz updates selected at random, convergence to the least squares solution has been shown. We consider the deterministic control strategies, and show convergence to a least squares solution when row and column updates are chosen according to the almost-cyclic or maximal-residual choice.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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