Deterministic and randomized Kaczmarz methods for $AXB=C$ with applications to color image restoration
Wenli Wang, Duo Liu, Gangrong Qu, Michiel E. Hochstenbach
TL;DR
The paper addresses solving the consistent matrix equation $A X B = C$ efficiently for large-scale problems, including color image restoration models. It develops deterministic block Kaczmarz (BK) methods and randomized greedy block variants (GRBK, RGRBK, MWRBK), proving convergence to the minimum-norm solution $X_* = A^+ C B^+$ under mild conditions and providing cycle/sweep formulas in special full-rank cases. Theoretical convergence guarantees are complemented by extensive numerical experiments showing that greedy variants typically converge faster in iterations and wall-clock time than RBK or BK, with manageable costs. The color image restoration application demonstrates the methods' practicality for realistic multi-channel inverse problems and highlights the favorable performance of the deterministic maximal-weighted-residual (MWRBK) variant in practice.
Abstract
We study Kaczmarz type methods to solve consistent linear matrix equations. We first present a block Kaczmarz (BK) method that employs a deterministic cyclic row selection strategy. Assuming that the associated coefficient matrix has full column or row rank, we derive matrix formulas for a cycle of this BK method. Moreover, we propose a greedy randomized block Kaczmarz (GRBK) method and further extend it to a relaxed variant (RGRBK) and a deterministic counterpart (MWRBK). We establish the convergence properties of the proposed methods. Numerical tests verify the theoretical findings, and we apply the proposed methods to color image restoration problems.
