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Three Double Multi-Step Randomized Extended Kaczmarz Methods for Solving Large Sparse Inconsistent Linear Systems

Comput Appl Math(2025)

Northeastern University

Cited 0|Views9
Abstract
In order to solve large sparse inconsistent linear equations more efficiently and accurately, based on the multi-step randomized extended Kaczmarz method, we propose three double multi-step randomized extended Kaczmarz algorithms. Firstly, we introduce the double multi-step randomized extended Kaczmarz (DMREK) algorithm with probability criteria, where the selection of parameters is based on the order of coefficient matrix, and the convergence of this algorithm has been proven. Additionally, we propose two new algorithms, namely the double randomized multi-step randomized extended Kaczmarz (DRMREK) algorithm with random parameters and the residual-based randomized multi-step randomized extended Kaczmarz (RRMREK) algorithm. Numerical experimental results demonstrate that the three new algorithms DMREK, DRMREK, and RRMREK perform well. And the RRMREK algorithm, along with others, demonstrates advantages in terms of the number of iteration steps.
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Key words
Kaczmarz algorithm,Randomized extended Kaczmarz algorithm,Double multi-step randomized extended Kaczmarz,Inconsistent linear systems,65F08,65F10,65FXX
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