TITLE:
Greedy Randomized Gauss-Seidel Method with Oblique Direction
AUTHORS:
Weifeng Li, Pingping Zhang
KEYWORDS:
Oblique Direction, Linear Least Squares Problem, Gauss-Seidel Method
JOURNAL NAME:
Journal of Applied Mathematics and Physics,
Vol.11 No.4,
April
27,
2023
ABSTRACT: For the linear least squares problem with coefficient matrix columns being highly correlated, we develop a greedy randomized Gauss-Seidel method with oblique direction. Then the corresponding convergence result is deduced. Numerical examples demonstrate that our proposed method is superior to the greedy randomized Gauss-Seidel method and the randomized Gauss-Seidel method with oblique direction.