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On Convergence Analysis of the Randomized Kaczmarz Method and the Randomized Gauss-Seidel Method
首页 - 学术活动
首页 - 学术活动报告人：
Dr. Lu Wang, School of Mathematical Sciences, Hebei Normal University
邀请人：
Zhongzhi Bai, Professor
题目：
On Convergence Analysis of the Randomized Kaczmarz Method and the Randomized Gauss-Seidel Method
时间地点：
21:00-22:00 October 26 (Wednesday), Tencent Meeting ID: 563-304-160
摘要：
The randomized Kaczmarz method and the randomized Gauss-Seidel method are two classical randomized iteration methods for solving systems of linear equations, which operate in column and row spaces, respectively. In this report, we firstly introduce some convergence results of the randomized Kaczmarz method and its variants. Then by utilizing the inner connections between the randomized Kaczmarz method and the randomized Gauss-Seidel method, we give a new upper bound for the convergence rate of the randomized Gauss-Seidel method. Moreover, these convergence results are also extended to the more general extrapolated randomized Gauss-Seidel method.