{"title":"关于贪婪确定性单行和多行作用法的波利亚克动量变体","authors":"Nian‐Ci Wu, Qian Zuo, Yatian Wang","doi":"10.1002/nla.2552","DOIUrl":null,"url":null,"abstract":"For solving a consistent system of linear equations, the classical row‐action method, such as Kaczmarz method, is a simple while really effective iteration solver. Based on the greedy index selection strategy and Polyak's heavy‐ball momentum acceleration technique, we propose two deterministic row‐action methods and establish the corresponding convergence theory. We show that our algorithm can linearly converge to a least‐squares solution with minimum Euclidean norm. Several numerical studies have been presented to corroborate our theoretical findings. Real‐world applications, such as data fitting in computer‐aided geometry design, are also presented for illustrative purposes.","PeriodicalId":49731,"journal":{"name":"Numerical Linear Algebra with Applications","volume":null,"pages":null},"PeriodicalIF":1.8000,"publicationDate":"2024-03-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"On the Polyak momentum variants of the greedy deterministic single and multiple row‐action methods\",\"authors\":\"Nian‐Ci Wu, Qian Zuo, Yatian Wang\",\"doi\":\"10.1002/nla.2552\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"For solving a consistent system of linear equations, the classical row‐action method, such as Kaczmarz method, is a simple while really effective iteration solver. Based on the greedy index selection strategy and Polyak's heavy‐ball momentum acceleration technique, we propose two deterministic row‐action methods and establish the corresponding convergence theory. We show that our algorithm can linearly converge to a least‐squares solution with minimum Euclidean norm. Several numerical studies have been presented to corroborate our theoretical findings. Real‐world applications, such as data fitting in computer‐aided geometry design, are also presented for illustrative purposes.\",\"PeriodicalId\":49731,\"journal\":{\"name\":\"Numerical Linear Algebra with Applications\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":1.8000,\"publicationDate\":\"2024-03-14\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Numerical Linear Algebra with Applications\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1002/nla.2552\",\"RegionNum\":3,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q1\",\"JCRName\":\"MATHEMATICS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Numerical Linear Algebra with Applications","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1002/nla.2552","RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"MATHEMATICS","Score":null,"Total":0}
引用次数: 0
摘要
对于求解一致线性方程组,经典的行作用法(如 Kaczmarz 法)是一种简单而有效的迭代求解方法。基于贪婪索引选择策略和 Polyak 的重球动量加速技术,我们提出了两种确定性行作用方法,并建立了相应的收敛理论。我们证明,我们的算法可以线性收敛到最小欧几里德规范的最小二乘解。一些数值研究证实了我们的理论发现。此外,我们还介绍了计算机辅助几何设计中的数据拟合等实际应用,以资说明。
On the Polyak momentum variants of the greedy deterministic single and multiple row‐action methods
For solving a consistent system of linear equations, the classical row‐action method, such as Kaczmarz method, is a simple while really effective iteration solver. Based on the greedy index selection strategy and Polyak's heavy‐ball momentum acceleration technique, we propose two deterministic row‐action methods and establish the corresponding convergence theory. We show that our algorithm can linearly converge to a least‐squares solution with minimum Euclidean norm. Several numerical studies have been presented to corroborate our theoretical findings. Real‐world applications, such as data fitting in computer‐aided geometry design, are also presented for illustrative purposes.
期刊介绍:
Manuscripts submitted to Numerical Linear Algebra with Applications should include large-scale broad-interest applications in which challenging computational results are integral to the approach investigated and analysed. Manuscripts that, in the Editor’s view, do not satisfy these conditions will not be accepted for review.
Numerical Linear Algebra with Applications receives submissions in areas that address developing, analysing and applying linear algebra algorithms for solving problems arising in multilinear (tensor) algebra, in statistics, such as Markov Chains, as well as in deterministic and stochastic modelling of large-scale networks, algorithm development, performance analysis or related computational aspects.
Topics covered include: Standard and Generalized Conjugate Gradients, Multigrid and Other Iterative Methods; Preconditioning Methods; Direct Solution Methods; Numerical Methods for Eigenproblems; Newton-like Methods for Nonlinear Equations; Parallel and Vectorizable Algorithms in Numerical Linear Algebra; Application of Methods of Numerical Linear Algebra in Science, Engineering and Economics.