Constrained optimization of the randomized iterative method
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 49 (2009) no. 7, pp. 1148-1157
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Selection of conditionally optimal parameters of the randomized iterative method for solving large-scale linear systems of equations is considered. The error of this method is analyzed by analogy with the functional Monte Carlo algorithms. For the simple iteration method, the “column” randomization of the matrix is thoroughly analyzed.
@article{ZVMMF_2009_49_7_a1,
author = {T. E. Bulgakova and A. V. Voitishek},
title = {Constrained optimization of the randomized iterative method},
journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
pages = {1148--1157},
publisher = {mathdoc},
volume = {49},
number = {7},
year = {2009},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZVMMF_2009_49_7_a1/}
}
TY - JOUR AU - T. E. Bulgakova AU - A. V. Voitishek TI - Constrained optimization of the randomized iterative method JO - Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki PY - 2009 SP - 1148 EP - 1157 VL - 49 IS - 7 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/ZVMMF_2009_49_7_a1/ LA - ru ID - ZVMMF_2009_49_7_a1 ER -
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T. E. Bulgakova; A. V. Voitishek. Constrained optimization of the randomized iterative method. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 49 (2009) no. 7, pp. 1148-1157. http://geodesic.mathdoc.fr/item/ZVMMF_2009_49_7_a1/