The Randomized Kaczmarz Method with Mismatched Adjoint

03/07/2018

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by   Dirk A. Lorenz, et al.

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This paper investigates the randomized version of the Kaczmarz method to solve linear systems in the case where the adjoint of the system matrix is not exact---a situation we refer to as "mismatched adjoint". We show that the method may still converge both in the over- and underdetermined consistent case under appropriate conditions, and we calculate the expected asymptotic rate of linear convergence. Moreover, we analyze the inconsistent case and obtain results for the method with mismatched adjoint as for the standard method. Finally, we derive a method to compute optimized probabilities for the choice of the rows and illustrate our findings with numerical example.