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arXiv · 2112.08566

Randomized regularized extended Kaczmarz algorithms for tensor recovery

Kui Du·Xiao-Hui Sun
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Abstract

Randomized regularized Kaczmarz algorithms have recently been proposed to solve tensor recovery models with {\it consistent} linear measurements. In this work, we propose a novel algorithm based on the randomized extended Kaczmarz algorithm (which converges linearly in expectation to the unique minimum norm least squares solution of a linear system) for tensor recovery models with {\it inconsistent} linear measurements. We prove the linear convergence in expectation of our algorithm. Numerical experiments on a tensor least squares problem and a sparse tensor recovery problem are given to illustrate the theoretical results.

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Kui Du, Xiao-Hui Sun. 2021-12-16. Randomized regularized extended Kaczmarz algorithms for tensor recovery. https://arxiv.org/abs/2112.08566

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