A new randomized Gauss-Seidel method for solving linear least-squares problems

DOI10.1016/j.aml.2021.107057zbMath1468.65031OpenAlexW3128133200WikidataQ114210589 ScholiaQ114210589MaRDI QIDQ2021500

Yu-qi Niu, Bing Zheng

Publication date: 27 April 2021

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.aml.2021.107057

zbMATH Keywords

linear least-squares problemconvergence propertyrandomized Gauss-Seidel method

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10)

Related Items (1)

On the convergence of a randomized block coordinate descent algorithm for a matrix least squares problem

Uses Software

• SparseMatrix
• mctoolbox

Cites Work

• Unnamed Item
• Unnamed Item
• An efficient inexact symmetric Gauss-Seidel based majorized ADMM for high-dimensional convex composite conic programming
• A randomized Kaczmarz algorithm with exponential convergence
• Numerical aspects of Gram-Schmidt orthogonalization of vectors
• A generalization of the Gauss-Seidel iteration method for solving absolute value equations
• A note on convergence rate of randomized Kaczmarz method
• The university of Florida sparse matrix collection
• Randomized Methods for Linear Constraints: Convergence Rates and Conditioning
• Convergence Properties of the Randomized Extended Gauss--Seidel and Kaczmarz Methods
• Randomized Iterative Methods for Linear Systems
• Accuracy and Stability of Numerical Algorithms
• Tight upper bounds for the convergence of the randomized extended Kaczmarz and Gauss–Seidel algorithms
• On greedy randomized coordinate descent methods for solving large linear least‐squares problems
• Rows versus Columns: Randomized Kaczmarz or Gauss--Seidel for Ridge Regression

This page was built for publication: A new randomized Gauss-Seidel method for solving linear least-squares problems