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

被引:0
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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
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.
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