Random Greedy Fast Block Kaczmarz Method for Solving Large-Scale Nonlinear Systems
By: Renjie Ding, Dongling Wang
Potential Business Impact:
Solves hard math problems much faster.
To efficiently solve large scale nonlinear systems, we propose a novel Random Greedy Fast Block Kaczmarz method. This approach integrates the strengths of random and greedy strategies while avoiding the computationally expensive pseudoinversion of Jacobian submatrices, thus enabling efficient solutions for large scale problems. Our theoretical analysis establishes that the proposed method achieves linear convergence in expectation, with its convergence rates upper bound determined by the stochastic greedy condition number and the relaxation parameter. Numerical experiments confirm that when the Jacobian matrix exhibits a favorable stochastic greedy condition number and an appropriate relaxation parameter is selected, the algorithm convergence is significantly accelerated. As a result, the proposed method outperforms other comparable algorithms in both efficiency and robustness.
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