A two-step randomized Gauss-Seidel method for solving large-scale linear least squares problems

被引：1
|
作者：
不详
机构：
[1] School of Mathematics and Statistics, Sichuan University of Science and Engineering, Zigong
[2] Key Laboratory of Higher Education of Sichuan Province for Enterprise Informationalization and Internet of Things, Bridge Non-destruction Detecting and Engineering Computing Key Laboratory, Zigong
来源：
ELECTRONIC RESEARCH ARCHIVE | 2022年 / 30卷 / 02期
关键词：
linear least-squares problem; two-step iterative method; convergence property; Gauss-Seidel; COORDINATE-DESCENT; EXTENDED KACZMARZ; ITERATIVE METHODS; OPTIMIZATION; TOMOGRAPHY; ALGORITHMS;
D O I：
10.3934/era.2022040
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
A two-step randomized Gauss-Seidel (TRGS) method is presented for large linear least squares problem with tall and narrow coefficient matrix. The TRGS method projects the approximate solution onto the solution space by given two random columns and is proved to be convergent when the coefficient matrix is of full rank. Several numerical examples show the effectiveness of the TRGS method among all methods compared.
引用
收藏
页码：755 / 779
页数：25
相关论文
共 50 条
  • [1] Randomized symmetric Gauss-Seidel method for solving linear least squares problems
    Sha, Fan
    Zhang, Jianbing
    AIMS MATHEMATICS, 2024, 9 (07): : 17453 - 17463
  • [2] A new randomized Gauss-Seidel method for solving linear least-squares problems
    Niu, Yu-qi
    Zheng, Bing
    APPLIED MATHEMATICS LETTERS, 2021, 116
  • [3] A Greedy Gauss-Seidel Method for Solving the Large Linear Least Squares Problem
    Li, Hanyu
    Zhang, Yanjun
    Tongji Daxue Xuebao/Journal of Tongji University, 2021, 49 (11): : 1514 - 1521
  • [4] On maximum residual block and two-step Gauss-Seidel algorithms for linear least-squares problems
    Liu, Yong
    Jiang, Xiang-Long
    Gu, Chuan-Qing
    CALCOLO, 2021, 58 (02)
  • [5] A two-dimensional randomized extended Gauss-Seidel algorithm for solving least squares problems
    Ashif Mustafa
    Manideepa Saha
    Numerical Algorithms, 2024, 96 : 665 - 686
  • [6] A two-dimensional randomized extended Gauss-Seidel algorithm for solving least squares problems
    Mustafa, Ashif
    Saha, Manideepa
    NUMERICAL ALGORITHMS, 2024, 96 (02) : 665 - 686
  • [7] On greedy randomized block Gauss-Seidel method with averaging for sparse linear least-squares problems
    Liao, Yimou
    Lu, Tianxiu
    CALCOLO, 2023, 60 (04)
  • [8] On maximum residual block and two-step Gauss–Seidel algorithms for linear least-squares problems
    Yong Liu
    Xiang-Long Jiang
    Chuan-Qing Gu
    Calcolo, 2021, 58
  • [9] A Partially Greedy Randomized Extended Gauss-Seidel Method for Solving Large Linear Systems
    Yang, Ai-Li
    Chen, Xue-Qi
    EAST ASIAN JOURNAL ON APPLIED MATHEMATICS, 2022, 12 (04) : 874 - 890
  • [10] GAUSS-SEIDEL METHOD FOR LEAST-DISTANCE PROBLEMS
    LI, W
    PARDALOS, PM
    HAN, CG
    JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 1992, 75 (03) : 487 - 500
12345