A FAST KACZMARZ-KOVARIK ALGORITHM FOR CONSISTENT LEAST-SQUARES PROBLEMS

  • Popa, Constantin (Faculty of Mathematics and Computer Science, "OVIDIUS" University)
  • Published : 2001.01.01

Abstract

In some previous papers the author extended two algorithms proposed by Z. Kovarik for approximate orthogonalization of a finite set of linearly independent vectors from a Hibert space, to the case when the vectors are rows (not necessary linearly independent) of an arbitrary rectangular matrix. In this paper we describe combinations between these two methods and the classical Kaczmarz’s iteration. We prove that, in the case of a consistent least-squares problem, the new algorithms so obtained converge ti any of its solutions (depending on the initial approximation). The numerical experiments described in the last section of the paper on a problem obtained after the discretization of a first kind integral equation ilustrate the fast convergence of the new algorithms. AMS Mathematics Subject Classification : 65F10, 65F20.

Keywords

References

  1. SIAM Philadelphia Numerical methods for least squares problems A.Bjorck
  2. Generalized inverse matrices T.L.Boullion;P.L.Odell
  3. Introduction a l'analyse numerique et a l'optimisation P.G.Ciarlet
  4. Surv. Math. Ind. v.3 Regularization methods for the stable solution of inverse problems H.W.Engl
  5. Theory of matrices R.A.Horn;C.R.Johnson
  6. SIAM J. Numer. Anal. v.9 no.1 On the convergence of the conjugate gradient method for singular linear operator equations W.J.Kammerer;M.Z.Nashed
  7. SIAM J. Numer. Anal. v.7 no.3 Some iterative methods for improving orthogonality Z.Kovarik
  8. Korean Journal on Computational and Applied Mathematics v.6 no.3 Characterization of the solutions set of inconsistent least-squares problems by an extended Kaczmarz algorithm C.Popa
  9. Extension of an approximate orthogonalization algorithm to arbitrary rectangular matrices C.Popa
  10. Revue Roumaine Math. Pures Appl. On numerical solution of first kind Fredholm integral equation C.Popa
  11. International Journal of Computer Mathematics An iterative method for improving orthogonality of rows of arbitrary rectangular matrices C.Popa
  12. Numer. Math. v.17 Projection method for solving a singular system of linear equations and its applications K.Tanabe