全局渐近速率在随机化下的研究:Gauss-Seidel与Kaczmarz方法
Global Asymptotic Rates Under Randomization: Gauss-Seidel and Kaczmarz
AI总结:
本文通过新方法分析随机迭代算法的谱半径,缩小理论与实践间的差距,并揭示松弛参数提升性能的作用,解决了一个开放性问题。
摘要:
当前随机迭代方法的性能界限在每迭代分析下通常被认为是紧的,但在实践中却非常松散。我们推导了渐近性能界限,利用一种新的技术来界定随机迭代中出现的算子的谱半径,并建立与非交换代数中的Perron-Frobenius理论的联系。渐近分析还揭示并量化了松弛参数在提升性能中的作用,从而解决Strohmer和Vershynin在2007年提出的一个开放性问题。
英文摘要:
Current performance bounds for randomized iterative methods are often considered tight under per-iteration analyses, yet they are notoriously loose in practice. We derive asymptotic performance bounds that narrow this theory-practice gap, leveraging a new technique for bounding the spectral radii of operators arising in randomized iterations and a connection we establish to Perron-Frobenius theory for noncommutative algebras. The asymptotic analysis also uncovers and quantifies the previously unexplained role of relaxation in improving performance, thereby resolving an open problem posed by Strohmer and Vershynin in 2007.
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