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Erschienen in: Calcolo 3/2021

01.09.2021

Block sampling Kaczmarz–Motzkin methods for consistent linear systems

verfasst von: Yanjun Zhang, Hanyu Li

Erschienen in: Calcolo | Ausgabe 3/2021

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Abstract

The sampling Kaczmarz–Motzkin (SKM) method is a generalization of the randomized Kaczmarz method and the Motzkin method. It first samples some rows of coefficient matrix randomly to build a set and then makes use of the maximum violation criterion within this set to determine a constraint. Finally, it makes progress by enforcing this single constraint. In this paper, based on the SKM method and the block strategies, we present two block sampling Kaczmarz–Motzkin methods for consistent linear systems. Specifically, we also first sample a subset of rows of coefficient matrix and then determine an index in this set using the maximum violation criterion. Unlike the SKM method, in the block methods, we devise different greedy strategies to build index sets. Then, the new methods make progress by enforcing the corresponding multiple constraints simultaneously. Numerical experiments show that, for the same accuracy, our methods outperform the SKM method and the famous deterministic method, i.e., the CGLS method, in terms of the number of iterations and computing time.
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Metadaten
Titel
Block sampling Kaczmarz–Motzkin methods for consistent linear systems
verfasst von
Yanjun Zhang
Hanyu Li
Publikationsdatum
01.09.2021
Verlag
Springer International Publishing
Erschienen in
Calcolo / Ausgabe 3/2021
Print ISSN: 0008-0624
Elektronische ISSN: 1126-5434
DOI
https://doi.org/10.1007/s10092-021-00429-2

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