澳门新威尼斯8883 _ 主页欢迎您

当前位置: 首页 > 正文
首页

学术报告

【学术报告】Regularized randomized iterative algorithms for factorized linear systems
发布日期:2022-07-20  浏览量:

澳门新威尼斯8883学术报告

Regularized randomized iterative algorithms for factorized linear systems

(厦门大学)


报告时间:2022725日,星期一,上午9:00-10:00


报告地点:腾讯会议198-966-984 会议密码:220725


报告摘要:Randomized iterative algorithms for solving a factorized linear system, ABx=b with A\in R^{m\times \ell}, B\in R^{\ell\times n}, and b\in R^m$, have recently been proposed. They take advantage of the factorized form and avoid forming the matrix C= AB explicitly. However, they can only find the minimum norm (least squares) solution. In contrast, the regularized randomized Kaczmarz (RRK) algorithm can find solutions with certain structures from consistent linear systems. In this work, by combining the randomized Kaczmarzalgorithm or the randomized Gauss--Seidel algorithm with the RRK algorithm, we propose two novel regularized randomized iterative algorithms to find (least squares) solutions with certain structures of ABx=b. We prove linear convergence of the new algorithms. Computed examples are given to illustrate that the new algorithms can find sparse (least squares) solutions of ABx=b and can be better than the existing randomized iterative algorithms for the corresponding full linear system $Cx=b with $C=AB$.


报告人简介杜魁,厦门大学澳门新威尼斯8883教授、博士生导师,20098月博士毕业于香港城市大学,20099月至20114月在芬兰阿尔托大学数学研究所做博士后,20116月至今在厦门大学澳门新威尼斯8883工作;现任中国数学会计算数学分会第十届委员会理事,福建省运筹学会理事;主持和参与国家自然科学基金项目多项;目前主要研究兴趣为大规模问题随机算法,反问题的计算方法等。


邀请人: 谢家新


版权所有 2010 北京航空航天大学澳门新威尼斯8883     地址:北京市海淀区学院路37号      邮编:100191