On convergence of a sketch-and-project method for the matrix equation AXB=C

被引：0

作者：

Bao W. ^{[1
]}

Guo Z. ^{[1
]}

Li W. ^{[1
]}

Lv Y. ^{[1
]}

机构：

[1] College of Science, China University of Petroleum, Qingdao

来源：

Computational and Applied Mathematics | 2024年 / 43卷 / 06期

关键词：

65F20; 65H10; 65J20; Gaussian sampling; Matrix equation; Randomized coordinate descent method; Randomized Kaczmarz method; Sketch-and-project method;

D O I：

10.1007/s40314-024-02847-8

中图分类号：

学科分类号：

摘要：

In this paper, based on Lagrangian functions of the optimization problem we develop a sketch-and-project method for solving the linear matrix equation AXB=C by introducing three parameters. A thorough convergence analysis on the proposed method is explored in details. A lower bound on the convergence rate and some convergence conditions are derived. By varying three parameters in the new method and convergence theorems, an array of well-known algorithms and their convergence results are recovered. Finally, numerical experiments are given to illustrate the effectiveness of recovered methods. © The Author(s) under exclusive licence to Sociedade Brasileira de Matemática Aplicada e Computacional 2024.

引用

共 50 条

[1] On convergence of a sketch-and-project method for the matrix equation AXB=C\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$AXB=C$$\end{document}
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