Convergence rates of the Kaczmarz-Tanabe method for linear systems

Chuan-gang Kang

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arXiv · 2210.02602

Convergence rates of the Kaczmarz-Tanabe method for linear systems

Chuan-gang Kang

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Abstract

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.

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Chuan-gang Kang. 2022-10-05. Convergence rates of the Kaczmarz-Tanabe method for linear systems. https://arxiv.org/abs/2210.02602

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