计算与应用讨论班——The Coordinate-Descent-Type Methods

Abstract:

We review and compare several representative and effective randomized coordinate-descent-type methods, and their modifications and extensions, for solving the large, sparse, consistent or inconsistent systems of linear equations. We also anatomize, extract, and purify the asymptotic convergence theories of these iteration methods, and discuss, analyze, and summarize their advantages and disadvantages from the viewpoints of both theory and computations.