Year: 2020
Type: preprint
Abstract: In this paper, combining count sketch and maximal weighted residual Kaczmarz method, we propose a fast randomized algorithm for large overdetermined linear systems. Convergence analysis of the new algorithm is provided. Numerical experiments show that, for the same accuracy, our method behaves better in computing time compared with the state-of-the-art algorithm.
Source: arXiv (Cornell University)
Authors: Zhang, Yanjun, Li, Hanyu
Language: English
Topic: Matrix Theory and Algorithms
Subfield: Computational Theory and Mathematics
Field: Computer Science
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W3014241890