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arXiv 2404.09448math.NAcs.NA
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关于求解大型相容线性方程组的最大残差块Kaczmarz方法

On maximum residual block Kaczmarz method for solving large consistent linear systems

Wen-Ning Sun, Mei Qin

AI总结:

本研究针对大型相容线性方程组求解问题,提出最大残差块Kaczmarz方法及无需伪逆计算的最大残差平均块Kaczmarz方法,证明收敛性并给出收敛上界,实验验证其性能优于部分现有块Kaczmarz方法。

摘要:

针对采用迭代法求解大型相容线性方程组的问题,受最大残差Kaczmarz方法与随机化块Kaczmarz方法启发,我们提出最大残差块Kaczmarz方法,该方法设计为在每次迭代中优先消除残差向量$r_{k}$中的最大块。同时,为进一步提升收敛速度,我们构建了最大残差平均块Kaczmarz方法,以避免块迭代中的伪逆计算,该方法通过将迭代向量$x_{k}$投影到$A$的约束子集的每一行,并施加不同的外推步长进行平均来完成迭代。我们证明了这两种方法的收敛性,并分别给出了其收敛速度的上界。数值实验验证了我们的理论,且表明所提方法优于其他一些块Kaczmarz方法。

英文摘要:

For solving large consistent linear systems by iteration methods, inspired by the maximum residual Kaczmarz method and the randomized block Kaczmarz method, we propose the maximum residual block Kaczmarz method, which is designed to preferentially eliminate the largest block in the residual vector $r_{k}$ at each iteration. At the same time, in order to further improve the convergence rate, we construct the maximum residual average block Kaczmarz method to avoid the calculation of pseudo-inverse in block iteration, which completes the iteration by projecting the iteration vector $x_{k}$ to each row of the constrained subset of $A$ and applying different extrapolation step sizes to average them. We prove the convergence of these two methods and give the upper bounds on their convergence rates, respectively. Numerical experiments validate our theory and show that our proposed methods are superior to some other block Kaczmarz methods.

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