On Adaptive Sketch-and-Project for Solving Linear Systems
From MaRDI portal
Publication:4997841
DOI10.1137/19M1285846MaRDI QIDQ4997841
Denali Molitor, Deanna Needell, Jacob D. Moorman, Robert M. Gower
Publication date: 30 June 2021
Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1909.03604
Probabilistic methods, particle methods, etc. for boundary value problems involving PDEs (65N75) Analysis of algorithms and problem complexity (68Q25) Analysis of algorithms (68W40) Quadratic programming (90C20) Iterative numerical methods for linear systems (65F10) Complexity and performance of numerical algorithms (65Y20) Randomized algorithms (68W20)
Related Items
On the Kaczmarz methods based on relaxed greedy selection for solving matrix equation \(A X B = C\), On block accelerations of quantile randomized Kaczmarz for corrupted systems of linear equations, On the relaxed greedy deterministic row and column iterative methods, Adaptively sketched Bregman projection methods for linear systems, Approximate Solutions of Linear Systems at a Universal Rate, Randomized Kaczmarz method with adaptive stepsizes for inconsistent linear systems, On the convergence of randomized and greedy relaxation schemes for solving nonsingular linear systems of equations, Randomized Block Adaptive Linear System Solvers, On convergence rates of Kaczmarz-type methods with different selection rules of working rows, Faster randomized block sparse Kaczmarz by averaging, Randomized Douglas–Rachford Methods for Linear Systems: Improved Accuracy and Efficiency, The method of randomized Bregman projections for stochastic feasibility problems, Randomized Kaczmarz algorithm with averaging and block projection, Sharp Analysis of Sketch-and-Project Methods via a Connection to Randomized Singular Value Decomposition, Splitting-based randomized iterative methods for solving indefinite least squares problem, Randomized block subsampling Kaczmarz-Motzkin method, Block sampling Kaczmarz-Motzkin methods for consistent linear systems, A weighted randomized Kaczmarz method for solving linear systems, On the regularization effect of stochastic gradient descent applied to least-squares, Surrounding the solution of a linear system of equations from all sides
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Single projection Kaczmarz extended algorithms
- Greedy and randomized versions of the multiplicative Schwarz method
- Randomized block Kaczmarz method with projection for solving least squares
- On the complexity analysis of randomized block-coordinate descent methods
- Block Kaczmarz method with inequalities
- On the relation between the randomized extended Kaczmarz algorithm and coordinate descent
- A randomized Kaczmarz algorithm with exponential convergence
- On the convergence of the coordinate descent method for convex differentiable minimization
- On relaxed greedy randomized Kaczmarz methods for solving large sparse linear systems
- On Motzkin's method for inconsistent linear systems
- A greedy block Kaczmarz algorithm for solving large-scale linear systems
- On partially randomized extended Kaczmarz method for solving large sparse overdetermined inconsistent linear systems
- Random block coordinate descent methods for linearly constrained optimization over networks
- Paved with good intentions: analysis of a randomized block Kaczmarz method
- Iteration complexity of randomized block-coordinate descent methods for minimizing a composite function
- The Mathematics of Computerized Tomography
- Distributed Coordinate Descent Method for Learning with Big Data
- Randomized Extended Kaczmarz for Solving Least Squares
- Efficiency of Coordinate Descent Methods on Huge-Scale Optimization Problems
- Efficiency of the Accelerated Coordinate Descent Method on Structured Optimization Problems
- The university of Florida sparse matrix collection
- Dual Ascent Methods for Problems with Strictly Convex Costs and Linear Constraints: A Unified Approach
- 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
- Sparse matrix test problems
- Efficient Generation of Logarithmically Distributed Pseudo-Random Variables
- Randomized Quasi-Newton Updates Are Linearly Convergent Matrix Inversion Algorithms
- On Greedy Randomized Kaczmarz Method for Solving Large Sparse Linear Systems
- Greed Works: An Improved Analysis of Sampling Kaczmarz--Motzkin
- Stochastic Reformulations of Linear Systems: Algorithms and Convergence Theory
- Faster Randomized Block Kaczmarz Algorithms
- On greedy randomized coordinate descent methods for solving large linear least‐squares problems
- A Sampling Kaczmarz--Motzkin Algorithm for Linear Feasibility
- Methods of conjugate gradients for solving linear systems
- The Relaxation Method for Linear Inequalities
- Stochastic gradient descent, weighted sampling, and the randomized Kaczmarz algorithm