"Linear convergence of a Sparse Randomized Extended Kaczmarz method"Winkler, MaximilianThe Randomized Extended Kaczmarz method has attracted attention in the last years as an iterative method which converges to the minimum l2-norm least squares solution of a linear system with a linear expected rate. Also, the Randomized Sparse Kaczmarz method has been shown to converge linearly to a sparse solution of a consistent linear system. Here, we combine both ideas and propose an Extended Sparse Randomized Kaczmarz method. We show linear expected convergence to a sparse least squares solution in the sense that an extended kind of the regularized basis pursuit problem is solved. |
| http://univie.ac.at/projektservice-mathematik/e/talks/Winkler_2021-06_Online_ICCHA_2021.pdf |
« back