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Randomized Kaczmarz Iteration Methods: Algorithmic Extensions and Convergence Theory
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报告人:
白中治 研究员(中国科学院数学与系统科学研究院)
题目:
Randomized Kaczmarz Iteration Methods: Algorithmic Extensions and Convergence Theory
时间地点:
9月3日(周四)16:00-17:00,蓝白楼311
摘要:

We review and compare several representative and effective randomized projection iteration methods, including the randomized Kaczmarz method, the randomized coordinate descent method, and their modifications and extensions, for solving the large, sparse, consistent or inconsistent systems of linear equations.

We also anatomize, extract, and purify the asymptotic convergence theories of these iteration methods, and discuss, analyze, and summarize their advantages and disadvantages from the viewpoints of both theory and computations.