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Autores principales: Castillo, Alejandra, Haddock, Jamie, Hartsock, Iryna, Hoyos, Paulina, Kassab, Lara, Kryshchenko, Alona, Larripa, Kamila, Needell, Deanna, Suryanarayanan, Shambhavi, Yacoubou-Djima, Karamatou
Formato: Preprint
Publicado: 2024
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Acceso en línea:https://arxiv.org/abs/2412.10583
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author Castillo, Alejandra
Haddock, Jamie
Hartsock, Iryna
Hoyos, Paulina
Kassab, Lara
Kryshchenko, Alona
Larripa, Kamila
Needell, Deanna
Suryanarayanan, Shambhavi
Yacoubou-Djima, Karamatou
author_facet Castillo, Alejandra
Haddock, Jamie
Hartsock, Iryna
Hoyos, Paulina
Kassab, Lara
Kryshchenko, Alona
Larripa, Kamila
Needell, Deanna
Suryanarayanan, Shambhavi
Yacoubou-Djima, Karamatou
contents Randomized iterative algorithms, such as the randomized Kaczmarz method, have gained considerable popularity due to their efficacy in solving matrix-vector and matrix-matrix regression problems. Our present work leverages the insights gained from studying such algorithms to develop regression methods for tensors, which are the natural setting for many application problems, e.g., image deblurring. In particular, we extend the randomized Kaczmarz method to solve a tensor system of the form $\mathbf{\mathcal{A}}\mathcal{X} = \mathcal{B}$, where $\mathcal{X}$ can be factorized as $\mathcal{X} = \mathcal{U}\mathcal{V}$, and all products are calculated using the t-product. We develop variants of the randomized factorized Kaczmarz method for matrices that approximately solve tensor systems in both the consistent and inconsistent regimes. We provide theoretical guarantees of the exponential convergence rate of our algorithms, accompanied by illustrative numerical simulations. Furthermore, we situate our method within a broader context by linking our novel approaches to earlier randomized Kaczmarz methods.
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publishDate 2024
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spellingShingle Randomized Kaczmarz methods for t-product tensor linear systems with factorized operators
Castillo, Alejandra
Haddock, Jamie
Hartsock, Iryna
Hoyos, Paulina
Kassab, Lara
Kryshchenko, Alona
Larripa, Kamila
Needell, Deanna
Suryanarayanan, Shambhavi
Yacoubou-Djima, Karamatou
Numerical Analysis
Randomized iterative algorithms, such as the randomized Kaczmarz method, have gained considerable popularity due to their efficacy in solving matrix-vector and matrix-matrix regression problems. Our present work leverages the insights gained from studying such algorithms to develop regression methods for tensors, which are the natural setting for many application problems, e.g., image deblurring. In particular, we extend the randomized Kaczmarz method to solve a tensor system of the form $\mathbf{\mathcal{A}}\mathcal{X} = \mathcal{B}$, where $\mathcal{X}$ can be factorized as $\mathcal{X} = \mathcal{U}\mathcal{V}$, and all products are calculated using the t-product. We develop variants of the randomized factorized Kaczmarz method for matrices that approximately solve tensor systems in both the consistent and inconsistent regimes. We provide theoretical guarantees of the exponential convergence rate of our algorithms, accompanied by illustrative numerical simulations. Furthermore, we situate our method within a broader context by linking our novel approaches to earlier randomized Kaczmarz methods.
title Randomized Kaczmarz methods for t-product tensor linear systems with factorized operators
topic Numerical Analysis
url https://arxiv.org/abs/2412.10583