Article ID Journal Published Year Pages File Type
4599067 Linear Algebra and its Applications 2015 31 Pages PDF
Abstract
Using the concept of stable Hilbert space splittings, we provide a unified approach to the convergence analysis for multiplicative Schwarz methods (a version of alternating directions methods), and in particular Kaczmarz-type methods for solving linear systems. We consider both fixed cyclic and randomized ordering strategies, and cover block versions as well. For the classical Kaczmarz method with cyclic ordering for solving general linear systems Ax=b, a new convergence rate estimate in terms of the generalized condition number of A and logarithmically depending on the rank of A is presented.
Related Topics
Physical Sciences and Engineering Mathematics Algebra and Number Theory
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