arXiv · 2306.08185
Inertial randomized Kaczmarz algorithms for solving coherent linear systems
Abstract
In this paper, by regarding the two-subspace Kaczmarz method [20] as an alternated inertial randomized Kaczmarz algorithm we present a new convergence rate estimate which is shown to be better than that in [20] under a mild condition. Furthermore, we accelerate the alternated inertial randomized Kaczmarz algorithm and introduce a multi-step inertial randomized Kaczmarz algorithm which is proved to have a faster convergence rate. Numerical experiments support the theory results and illustrate that the multi-inertial randomized Kaczmarz algorithm significantly outperform the two-subspace Kaczmarz method in solving coherent linear systems.
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Songnian He, Ziting Wang, Qiao-Li Dong. 2023-06-14. Inertial randomized Kaczmarz algorithms for solving coherent linear systems. https://arxiv.org/abs/2306.08185
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