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zbMATH Open
Article . 2016
Data sources: zbMATH Open
https://dx.doi.org/10.48550/ar...
Article . 2013
License: arXiv Non-Exclusive Distribution
Data sources: Datacite
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Article . 2016
Data sources: DBLP
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An accelerated randomized Kaczmarz algorithm

Authors: Ji Liu 0002; Stephen J. Wright 0001;

An accelerated randomized Kaczmarz algorithm

Abstract

The randomized Kaczmarz ( R K \rm {RK} ) algorithm is a simple but powerful approach for solving consistent linear systems A x = b Ax=b . This paper proposes an accelerated randomized Kaczmarz ( A R K \rm {ARK} ) algorithm with better convergence than the standard R K \rm {RK} algorithm on ill-conditioned problems. The per-iteration cost of R K \rm {RK} and A R K \rm {ARK} are similar if A A is dense, but R K \rm {RK} is much more able to exploit sparsity in A A than is A R K \rm {ARK} . To deal with the sparse case, an efficient implementation for A R K \rm {ARK} , called S A R K \rm {SARK} , is proposed. A comparison of convergence rates and average per-iteration complexities among R K \rm {RK} , A R K \rm {ARK} , and S A R K \rm {SARK} is given, taking into account different levels of sparseness and conditioning. Comparisons with the leading deterministic algorithm — conjugate gradient applied to the normal equations — are also given. Finally, the analysis is validated via computational testing.

Keywords

Iterative numerical methods for linear systems, numerical examples, ill-conditioned problem, convergence, Nesterov acceleration, Randomized algorithms, Numerical Analysis (math.NA), randomized Kaczmarz algorithm, normal equations, Ill-posedness and regularization problems in numerical linear algebra, Optimization and Control (math.OC), consistent linear systems, FOS: Mathematics, conjugate gradient, Mathematics - Numerical Analysis, linear equations, Mathematics - Optimization and Control

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
83
Top 1%
Top 10%
Top 10%
Green
bronze