论文标题
随机块亚采样Kaczmarz-Motzkin方法
Randomized block subsampling Kaczmarz-Motzkin method
论文作者
论文摘要
通过引入子采样策略,我们提出了一种随机块Kaczmarz-Motzkin方法,用于求解线性系统。这种策略不仅决定了块大小,而且还结合了两种著名的策略,即随机性和贪婪,因此可以继承其优势。理论分析表明,所提出的方法在期望与最小欧亚人 - norm解决方案中线性收敛。报告了几个数值示例,以验证新方法的效率和可行性。
By introducing a subsampling strategy, we propose a randomized block Kaczmarz-Motzkin method for solving linear systems. Such strategy not only determines the block size, but also combines and extends two famous strategies, i.e., randomness and greed, and hence can inherit their advantages. Theoretical analysis shows that the proposed method converges linearly in expectation to the least-Euclidean-norm solution. Several numerical examples are reported to verify the efficiency and feasibility of the new method.