Kaczmarz's and Cimmino's projection methods
[2/100%]For a consistent system with , scale the rows so that for each , and let be the hyperplane defined by the th equation. Beginning with an arbitrary vector , the Kaczmarz sequence is generated by the double loop For For Prove that the Kaczmarz sequence converges to the solution of by showing
In 1938 the Italian mathematician Gianfranco Cimmino used the following elementary observation to construct an iterative algorithm for solving linear systems. For a system , let and be the two lines (hyperplanes) defined by the two equations. For an arbitrary guess , let be the reflection of about the line , and let be the reflection of about the line . As illustrated below, the three points , , and lie on a circle whose center is (the solution of the system).
The reflections r_1, r_2 of an arbitrary point r_0 about lines \mathcal{H}_1, \mathcal{H}_2 lie, together with r_0, on a circle centered at \mathcal{H}_1 \cap \mathcal{H}_2.
The mean value is strictly inside the circle, so is a better approximation to the solution than . It's visually evident that iteration produces a sequence that converges to the solution of . Prove this in general by using the following blueprint.
For a scalar and a vector such that , consider the hyperplane (Exercise 5.13.17). Show that the reflection of a vector about is .
For a system in which the rows of have been scaled so that for each , let . If is arbitrary, and is the reflection of about , explain why the mean value of the reflections is , where .
Iterating part (b) produces , where . Show that if is nonsingular, and , then .
It can be proven that as , so for all , even if is rank deficient (converging to a solution if consistent, else a least squares solution). Cimmino's method also works with weighted means: if , , , then converges for a relaxation parameter .