Geodesic
Constrained optimization of the randomized iterative method
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 49 (2009) no. 7, pp. 1148-1157 
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/
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Voir la notice de l'article provenant de la source Math-Net.Ru

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.

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