解决线性矩阵方程的随机分块道格拉斯-拉赫福德方法

IF 1.4 2区 数学 Q1 MATHEMATICS
Calcolo Pub Date : 2024-07-06 DOI:10.1007/s10092-024-00599-9
Baohua Huang, Xiaofei Peng
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引用次数: 0

摘要

道格拉斯-拉赫福德方法(Douglas-Rachford method,DR)是大规模线性方程组中计算效率最高的迭代方法之一。基于随机交替反射和松弛策略,我们提出了一种解决矩阵方程 \(AXB=C\) 的随机块道格拉斯-拉克福德方法。在随机块道格拉斯-拉赫福德方法中集成了波利克动量和涅斯捷罗夫动量,以改善收敛性。结果证明了算法的线性收敛性。对随机生成的数据、现实世界的稀疏数据、图像复原问题和计算机辅助几何设计中的张量乘积曲面拟合进行了数值模拟和实验,以说明所提方法的可行性和效率。
本文章由计算机程序翻译,如有差异,请以英文原文为准。

A randomized block Douglas–Rachford method for solving linear matrix equation

A randomized block Douglas–Rachford method for solving linear matrix equation

The Douglas-Rachford method (DR) is one of the most computationally efficient iterative methods for the large scale linear systems of equations. Based on the randomized alternating reflection and relaxation strategy, we propose a randomized block Douglas–Rachford method for solving the matrix equation \(AXB=C\). The Polyak’s and Nesterov-type momentums are integrated into the randomized block Douglas–Rachford method to improve the convergence behaviour. The linear convergence of the resulting algorithms are proven. Numerical simulations and experiments of randomly generated data, real-world sparse data, image restoration problem and tensor product surface fitting in computer-aided geometry design are performed to illustrate the feasibility and efficiency of the proposed methods.

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来源期刊
Calcolo
Calcolo 数学-数学
CiteScore
2.40
自引率
11.80%
发文量
36
审稿时长
>12 weeks
期刊介绍: Calcolo is a quarterly of the Italian National Research Council, under the direction of the Institute for Informatics and Telematics in Pisa. Calcolo publishes original contributions in English on Numerical Analysis and its Applications, and on the Theory of Computation. The main focus of the journal is on Numerical Linear Algebra, Approximation Theory and its Applications, Numerical Solution of Differential and Integral Equations, Computational Complexity, Algorithmics, Mathematical Aspects of Computer Science, Optimization Theory. Expository papers will also appear from time to time as an introduction to emerging topics in one of the above mentioned fields. There will be a "Report" section, with abstracts of PhD Theses, news and reports from conferences and book reviews. All submissions will be carefully refereed.
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