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arXiv 2210.02602math.NAcs.NA
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线性系的Kaczmarz-Tanabe方法的收敛速度

Convergence rates of the Kaczmarz-Tanabe method for linear systems

Chuan-gang Kang

摘要:

本文研究精确和不精确线性系的Kaczmarz-Tanabe方法。Kaczmarz-Tanabe方法是从Kaczmarz方法衍生而来的,但比Kaczmarz方法更稳定。基于奇异值分解理论,对Kaczmarz-Tanabe方法的收敛性和收敛速度进行了分析,发现了两个重要的影响因素:$Q$的第二最大奇异值和$A$的最小非零奇异值对Kaczmarz-Tanabe方法(甚至对Kaczmarz方法)的收敛速度和波动幅度都有影响。数值试验验证了Kaczmarz-Tanabe方法的理论结果。

英文摘要:

In this paper, we investigate the Kaczmarz-Tanabe method for exact and inexact linear systems. The Kaczmarz-Tanabe method is derived from the Kaczmarz method, but is more stable than that. We analyze the convergence and the convergence rate of the Kaczmarz-Tanabe method based on the singular value decomposition theory, and discover two important factors, i.e., the second maximum singular value of $Q$ and the minimum non-zero singular value of $A$, that influence the convergence speed and the amplitude of fluctuation of the Kaczmarz-Tanabe method (even for the Kaczmarz method). Numerical tests verify the theoretical results of the Kaczmarz-Tanabe method.

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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