We consider linear systems $Ax = b$ where $A \in \mathbb{R}^{m \times n}$ consists of normalized rows, $\|a_i\|_{\ell^2} = 1$, and where up to $\beta m$ entries of $b$ have been corrupted (possibly by arbitrarily large numbers). Haddock, Needell, Rebrova and Swartworth propose a quantile-based Random Kaczmarz method and show that for certain random matrices $A$ it converges with high likelihood to the true solution. We prove a deterministic version by constructing, for any matrix $A$, a number $\beta_A$ such that there is convergence for all perturbations with $\beta < \beta_A$. Assuming a random matrix heuristic, this proves convergence for tall Gaussian matrices with up to $\sim 0.5\%$ corruption (a number that can likely be improved).
翻译:我们认为线性系统 $Ax = b$, 其中以美元为单位 = mathbb{R ⁇ m\ times n} 美元构成正常行, $a_ i ⁇ ell ⁇ 2} = 1美元, 最多为$\ beta m$ 的输入被损坏( 可能是任意大量数字造成的 ) 。 Haddock、 Nickell、 Rebrova 和 Swartworth 提出一个基于四分法的随机Kaczmarz 方法, 并表明对于某些随机矩阵来说, $A 极有可能与真正的解决方案相汇合 。 我们通过为任何矩阵构建一个确定性版本, $( $ ) 、 $\ beta_ A 美元, 从而所有扰动 $ < \ beta_ A$ 都具有趋同性 。 假设一个随机矩阵, 这证明高高戈斯矩阵与高达 0.5 美元腐败( 可能改进的数字 ) 。