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arXiv · 2106.13606

Greedy Randomized and Maximal Weighted Residual Kaczmarz Methods with Oblique Projection

Fang Wang·Weiguo Li·Wendi Bao·Li Liu
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Abstract

For solving large-scale consistent linear system, we combine two efficient row index selection strategies with Kaczmarz-type method with oblique projection, and propose a greedy randomized Kaczmarz method with oblique projection (GRKO) and the maximal weighted residual Kaczmarz method with oblique projection (MWRKO) . Through those method, the number of iteration steps and running time can be reduced to a greater extent to find the least-norm solution, especially when the rows of matrix A are close to linear correlation. Theoretical proof and numerical results show that GRKO method and MWRKO method are more effective than greedy randomized Kaczmarz method and maximal weighted residual Kaczmarz method respectively.

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Fang Wang, Weiguo Li, Wendi Bao, Li Liu. 2021-06-25. Greedy Randomized and Maximal Weighted Residual Kaczmarz Methods with Oblique Projection. https://arxiv.org/abs/2106.13606

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