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arXiv 2006.01246math.NAcs.NA
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张量线性系的随机Kaczmarz算法

Randomized Kaczmarz for Tensor Linear Systems

Anna Ma, Denali Molitor

摘要:

求解线性系方程组是数学中的一个基本问题。当线性系很大,无法立即装入内存时,迭代法(如随机Kaczmarz方法)就很好。在这里,我们将随机Kaczmarz方法扩展到求解张量-张量t-乘积下的多线性(张量)系统。我们提供的张量随机Kaczmarz的矩阵线性系的随机Kaczmarz方法类似的收敛保证。我们证明了张量随机Kaczmarz方法收敛速度比传统的随机Kaczmarz适用于一个天真的矩阵化版本的线性系。此外,我们绘制所提出的算法和以前已知的矩阵线性系的随机Kaczmarz算法的扩展之间的连接。

英文摘要:

Solving linear systems of equations is a fundamental problem in mathematics. When the linear system is so large that it cannot be loaded into memory at once, iterative methods such as the randomized Kaczmarz method excel. Here, we extend the randomized Kaczmarz method to solve multi-linear (tensor) systems under the tensor-tensor t-product. We provide convergence guarantees for the proposed tensor randomized Kaczmarz that are analogous to those of the randomized Kaczmarz method for matrix linear systems. We demonstrate experimentally that the tensor randomized Kaczmarz method converges faster than traditional randomized Kaczmarz applied to a naively matricized version of the linear system. In addition, we draw connections between the proposed algorithm and a previously known extension of the randomized Kaczmarz algorithm for matrix linear systems.

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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