2019/12/31 by Kui Du, Du, Kui, Xiaohui Sun +1
Computer Science · Engineering · #FOS: Mathematics #Matrix Theory and Algorithms #Numerical Analysis (math.NA) #Sparse and Compressive Sensing Techniques #Stochastic Gradient Optimization Techniques
paper · pdf · doi:10.48550/arxiv.1912.13291
openalex publication_date 2019/12/31 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
We propose a simple doubly stochastic block Gauss--Seidel algorithm for solving linear systems of equations. By varying the row partition parameter and the column partition parameter of the coefficient matrix, we recover the Landweber algorithm, the randomized Kaczmarz algorithm, the randomized Gauss--Seidel algorithm, and the doubly stochastic Gauss--Seidel algorithm. For general (consistent or inconsistent) linear systems, we show the exponential convergence of the \it norms of the expected iterates via exact formulas. For consistent linear systems, we prove the exponential convergence of the \it expected norms of the error and the residual. Numerical experiments are given to illustrate the efficiency of the proposed algorithm.