On the relation between the randomized extended Kaczmarz algorithm and coordinate descent
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| 008 | 210128e20151201xx s 000 0 eng | ||
| 024 | 7 | 0 | |a 10.1007/s10543-014-0526-9 |2 doi |
| 035 | |a (NATIONALLICENCE)springer-10.1007/s10543-014-0526-9 | ||
| 100 | 1 | |a Dumitrescu |D Bogdan |u Department of Automatic Control and Computers, University Politehnica of Bucharest, Spl. Independenţei 313, 060042, Bucharest, Romania |4 aut | |
| 245 | 1 | 0 | |a On the relation between the randomized extended Kaczmarz algorithm and coordinate descent |h [Elektronische Daten] |c [Bogdan Dumitrescu] |
| 520 | 3 | |a In this note we compare the randomized extended Kaczmarz (EK) algorithm and randomized coordinate descent (CD) for solving the full-rank overdetermined linear least-squares problem and prove that CD needs fewer operations for satisfying the same residual-related termination criteria. For the general least-squares problems, we show that first running CD to compute the residual and then standard Kaczmarz on the resulting consistent system is more efficient than EK. | |
| 540 | |a Springer Science+Business Media Dordrecht, 2014 | ||
| 690 | 7 | |a Randomized algorithms |2 nationallicence | |
| 690 | 7 | |a Least-squares |2 nationallicence | |
| 690 | 7 | |a Kaczmarz method |2 nationallicence | |
| 690 | 7 | |a Coordinate descent |2 nationallicence | |
| 773 | 0 | |t BIT Numerical Mathematics |d Springer Netherlands |g 55/4(2015-12-01), 1005-1015 |x 0006-3835 |q 55:4<1005 |1 2015 |2 55 |o 10543 | |
| 856 | 4 | 0 | |u https://doi.org/10.1007/s10543-014-0526-9 |q text/html |z Onlinezugriff via DOI |
| 898 | |a BK010053 |b XK010053 |c XK010000 | ||
| 900 | 7 | |a Metadata rights reserved |b Springer special CC-BY-NC licence |2 nationallicence | |
| 908 | |D 1 |a research-article |2 jats | ||
| 949 | |B NATIONALLICENCE |F NATIONALLICENCE |b NL-springer | ||
| 950 | |B NATIONALLICENCE |P 856 |E 40 |u https://doi.org/10.1007/s10543-014-0526-9 |q text/html |z Onlinezugriff via DOI | ||
| 950 | |B NATIONALLICENCE |P 100 |E 1- |a Dumitrescu |D Bogdan |u Department of Automatic Control and Computers, University Politehnica of Bucharest, Spl. Independenţei 313, 060042, Bucharest, Romania |4 aut | ||
| 950 | |B NATIONALLICENCE |P 773 |E 0- |t BIT Numerical Mathematics |d Springer Netherlands |g 55/4(2015-12-01), 1005-1015 |x 0006-3835 |q 55:4<1005 |1 2015 |2 55 |o 10543 | ||