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Volume 13, Issue 4
Faster Deterministic Pseudoinverse-Free Block Extension of Motzkin Method for Large Consistent Linear Systems

Jing Zhao & Jianhua Zhang

East Asian J. Appl. Math., 13 (2023), pp. 914-934.

Published online: 2023-10

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  • Abstract

Recently, a fast deterministic block Kaczmarz (FDBK) method which uses a greedy criterion of the row selections and contains pseudoinverse-free computation is presented. In this work, we introduce a maximum residual rule into FDBK and develop a new block Kaczmarz method which is also considered as a fast deterministic pseudoinverse-free block extension of Motzkin (FBEM) method. In addition, we prove that FBEM converges linearly to the unique least-norm solution of the linear systems. Furthermore, by incorporating the Polyak momentum technique into the FBEM iteration method, we establish an accelerated variant of FBEM (mFBEM) and show its global linear convergence. Numerical examples using artificial and real datasets demonstrate the effectiveness of FBEM as well as mFBEM.

  • AMS Subject Headings

65F10

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COPYRIGHT: © Global Science Press

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@Article{EAJAM-13-914, author = {Zhao , Jing and Zhang , Jianhua}, title = {Faster Deterministic Pseudoinverse-Free Block Extension of Motzkin Method for Large Consistent Linear Systems}, journal = {East Asian Journal on Applied Mathematics}, year = {2023}, volume = {13}, number = {4}, pages = {914--934}, abstract = {

Recently, a fast deterministic block Kaczmarz (FDBK) method which uses a greedy criterion of the row selections and contains pseudoinverse-free computation is presented. In this work, we introduce a maximum residual rule into FDBK and develop a new block Kaczmarz method which is also considered as a fast deterministic pseudoinverse-free block extension of Motzkin (FBEM) method. In addition, we prove that FBEM converges linearly to the unique least-norm solution of the linear systems. Furthermore, by incorporating the Polyak momentum technique into the FBEM iteration method, we establish an accelerated variant of FBEM (mFBEM) and show its global linear convergence. Numerical examples using artificial and real datasets demonstrate the effectiveness of FBEM as well as mFBEM.

}, issn = {2079-7370}, doi = {https://doi.org/10.4208/eajam.2022-203.140123}, url = {http://global-sci.org/intro/article_detail/eajam/22068.html} }
TY - JOUR T1 - Faster Deterministic Pseudoinverse-Free Block Extension of Motzkin Method for Large Consistent Linear Systems AU - Zhao , Jing AU - Zhang , Jianhua JO - East Asian Journal on Applied Mathematics VL - 4 SP - 914 EP - 934 PY - 2023 DA - 2023/10 SN - 13 DO - http://doi.org/10.4208/eajam.2022-203.140123 UR - https://global-sci.org/intro/article_detail/eajam/22068.html KW - Block Kaczmarz method, consistent linear system, maximum residual, heavy ball momentum. AB -

Recently, a fast deterministic block Kaczmarz (FDBK) method which uses a greedy criterion of the row selections and contains pseudoinverse-free computation is presented. In this work, we introduce a maximum residual rule into FDBK and develop a new block Kaczmarz method which is also considered as a fast deterministic pseudoinverse-free block extension of Motzkin (FBEM) method. In addition, we prove that FBEM converges linearly to the unique least-norm solution of the linear systems. Furthermore, by incorporating the Polyak momentum technique into the FBEM iteration method, we establish an accelerated variant of FBEM (mFBEM) and show its global linear convergence. Numerical examples using artificial and real datasets demonstrate the effectiveness of FBEM as well as mFBEM.

Zhao , Jing and Zhang , Jianhua. (2023). Faster Deterministic Pseudoinverse-Free Block Extension of Motzkin Method for Large Consistent Linear Systems. East Asian Journal on Applied Mathematics. 13 (4). 914-934. doi:10.4208/eajam.2022-203.140123
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