TY - JOUR
T1 - A Fast Block Coordinate Descent Method for Solving Linear Least-Squares Problems
AU - Chen , Jia-Qi
AU - Huang , Zheng-Da
JO - East Asian Journal on Applied Mathematics
VL - 2
SP - 406
EP - 420
PY - 2022
DA - 2022/02
SN - 12
DO - http://doi.org/10.4208/eajam.160721.160122
UR - https://global-sci.org/intro/article_detail/eajam/20261.html
KW - Linear least-squares problem, Kaczmarz method, coordinate descent method, greedy blocks, convergence.
AB - <p style="text-align: justify;">A fast block coordinate descent method for solving linear least-squares problems is proposed. The method is based on a greedy criterion of the column selection
used at each iteration. It is proven that if the coefficient matrix of the corresponding
system has full column rank, the method converges to the unique solution of the linear least-squares problem. Numerical experiments show the advantage of this approach
over similar methods in terms of CPU time and computational cost, does not matter
whether the coefficient matrix is of full column rank or not.</p>