论文标题

随机块自适应线性系统求解器

Randomized Block Adaptive Linear System Solvers

论文作者

Patel, Vivak, Jahangoshahi, Mohammad, Maldonado, Daniel Adrian

论文摘要

随机线性求解器随机压缩并求解具有引人入胜的理论收敛速率和计算复杂性的线性系统。但是,这样的求解器在其理论速率和实践中的实际效率之间存在很大的脱节。幸运的是,这些求解器非常灵活,并且可以适应特定的问题和计算环境,以确保实践中的高效率,即使以较低的效力(即,收敛的理论速度较慢)也是如此。虽然应用专家可以很容易地设计高效的调整求解器,但这些求解器仍会融合并以什么速度融合?为了回答这一点,我们将三个通用标准提炼为随机自适应求解器,如我们所示,它们将确保将最差的案例指数呈指数级的收敛速率应用于一致且不一致的线性系统,而不论此类系统是否过于确定,不确定,确定性不足或排名不足。结果,我们使应用专家能够设计实现效率的随机自适应求解器,并可以使用我们的理论来验证有效性。我们展示了我们关于二十六个求解器的理论,其中9个是我们最了解现有方法的新颖或新颖的块扩展。

Randomized linear solvers randomly compress and solve a linear system with compelling theoretical convergence rates and computational complexities. However, such solvers suffer a substantial disconnect between their theoretical rates and actual efficiency in practice. Fortunately, these solvers are quite flexible and can be adapted to specific problems and computing environments to ensure high efficiency in practice, even at the cost of lower effectiveness (i.e., having a slower theoretical rate of convergence). While highly efficient adapted solvers can be readily designed by application experts, will such solvers still converge and at what rate? To answer this, we distill three general criteria for randomized adaptive solvers, which, as we show, will guarantee a worst-case exponential rate of convergence of the solver applied to consistent and inconsistent linear systems irrespective of whether such systems are over-determined, under-determined or rank-deficient. As a result, we enable application experts to design randomized adaptive solvers that achieve efficiency and can be verified for effectiveness using our theory. We demonstrate our theory on twenty-six solvers, nine of which are novel or novel block extensions of existing methods to the best of our knowledge.

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