A Regularized Randomized Kaczmarz Algorithm for Large Discrete Ill-Posed Problems
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Abstract:
Tikhonov regularization is a powerful tool for solving linear discrete ill-posed problems. However, effective methods for dealing with large-scale ill-posed problems are still lacking. The Kaczmarz method is an effective iterative projection algorithm for solving large linear equations due to its simplicity. We propose a regularized randomized extended Kaczmarz (RREK)algorithm for solving large discrete ill-posed problems via combining the Tikhonov regularization and the randomized Kaczmarz method. The convergence of the algorithm is proved. Numerical experiments illustrate that the proposed algorithm has higher accuracy and better image restoration quality compared with the existing randomized extended Kaczmarz (REK) method.
LIU Fengming, WANG Zhengsheng, YANG Siyu, XU Guili. A Regularized Randomized Kaczmarz Algorithm for Large Discrete Ill-Posed Problems[J]. Transactions of Nanjing University of Aeronautics & Astronautics,2020,37(5):787-795