A Partially Greedy Randomized Extended Gauss-Seidel Method for Solving Large Linear Systems

A Partially Greedy Randomized Extended Gauss-Seidel Method for Solving Large Linear Systems

Year:    2022

Author:    Ai-Li Yang, Xue-Qi Chen

East Asian Journal on Applied Mathematics, Vol. 12 (2022), Iss. 4 : pp. 874–890

Abstract

A greedy Gauss-Seidel based on the greedy Kaczmarz algorithm and aimed to find approximations of the solution $A^†b$ of systems of linear algebraic equations with a full column-rank coefficient matrix $A$ is proposed. Developing this approach, we introduce a partially greedy randomized extended Gauss-Seidel method for finding approximate least-norm least-squares solutions of column-rank deficient linear systems. The convergence of the methods is studied. Numerical experiments show that the proposed methods are robust and efficient.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/10.4208/eajam.300921.170422

East Asian Journal on Applied Mathematics, Vol. 12 (2022), Iss. 4 : pp. 874–890

Published online:    2022-01

AMS Subject Headings:   

Copyright:    COPYRIGHT: © Global Science Press

Pages:    17

Keywords:    Systems of linear equations least-squares solution randomized extended Gauss-Seidel method convergence.

Author Details

Ai-Li Yang

Xue-Qi Chen

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