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On multi-step extended maximum residual Kaczmarz method for solving large inconsistent linear systems

2023/09/06 by Aqin Xiao, Xiao, Aqin, Jun-Feng Yin +3
Computer Science · Mathematics · #Advanced Optimization Algorithms Research #FOS: Mathematics #Iterative Methods for Nonlinear Equations #Matrix Theory and Algorithms #Numerical Analysis (math.NA)

paper · pdf · doi:10.48550/arxiv.2309.03005

openalex publication_date 2023/09/06 · openalex created_date 2023/09/09 · openalex updated_date 2026/07/28

Abstract

A multi-step extended maximum residual Kaczmarz method is presented for the solution of the large inconsistent linear system of equations by using the multi-step iterations technique. Theoretical analysis proves the proposed method is convergent and gives an upper bound on its convergence rate. Numerical experiments show that the proposed method is effective and outperforms the existing extended Kaczmarz methods in terms of the number of iteration steps and the computational costs.

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