On convergence of residual-based extended randomized Kaczmarz methods for matrix equations

Abstract

In this paper, for solving inconsistent matrix equations we propose a dual-space residual-based randomized extended Kaczmarz method and its version with Nesterov momentum. Without the full column rank assumptions on coefficient matrices, we provide a thorough convergence analysis, and derive upper bounds for the convergence rates of the new methods. A feasible range for the momentum parameters is determined. Numerical experiments demonstrate that the proposed methods are much more effective than the existing ones, especially the method with momentum.