Accelerating the convergence of the method of alternating projections

Authors:
Heinz H. Bauschke, Frank Deutsch, Hein Hundal and Sung-Ho Park

Journal:
Trans. Amer. Math. Soc. **355** (2003), 3433-3461

MSC (2000):
Primary 41A65

Published electronically:
May 29, 2003

MathSciNet review:
1990157

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Abstract: The powerful von Neumann-Halperin method of alternating projections (MAP) is an algorithm for determining the best approximation to any given point in a Hilbert space from the intersection of a finite number of subspaces. It achieves this by reducing the problem to an iterative scheme which involves only computing best approximations from the *individual* subspaces which make up the intersection. The main practical drawback of this algorithm, at least for some applications, is that the method is slowly convergent. In this paper, we consider a general class of iterative methods which includes the MAP as a special case. For such methods, we study an ``accelerated'' version of this algorithm that was considered earlier by Gubin, Polyak, and Raik (1967) and by Gearhart and Koshy (1989). We show that the accelerated algorithm converges faster than the MAP in the case of two subspaces, but is, in general, *not faster* than the MAP for more than two subspaces! However, for a ``symmetric'' version of the MAP, the accelerated algorithm always converges faster for any number of subspaces. Our proof seems to require the use of the Spectral Theorem for selfadjoint mappings.

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Additional Information

**Heinz H. Bauschke**

Affiliation:
Department of Mathematics and Statistics, Okanagan University College, Kelowna, British Columbia, Canada V1V 1V7

Address at time of publication:
Department of Mathematics and Statistics, University of Guelph, Guelph, Ontario, Canada N1G 2W1

Email:
bauschke@cecm.sfu.ca

**Frank Deutsch**

Affiliation:
Department of Mathematics, The Pennsylvania State University, University Park, Pennsylvania 16802

Email:
deutsch@math.psu.edu

**Hein Hundal**

Affiliation:
NONRAND, 12100 Wiltshire #1650, Los Angeles, California 90025

Address at time of publication:
146 Cedar Ridge Drive, Port Matilda, Pennsylvania 16870

Email:
hundalhm@vicon.net

**Sung-Ho Park**

Affiliation:
Department of Mathematics, Sogang University, Seoul, Korea

Email:
shpark@ccs.sogang.ac.kr

DOI:
https://doi.org/10.1090/S0002-9947-03-03136-2

Keywords:
Alternating projections,
cyclic projections,
accelerating convergence,
best approximation from an intersection of subspaces,
Hilbert space

Received by editor(s):
July 30, 1999

Published electronically:
May 29, 2003

Article copyright:
© Copyright 2003
American Mathematical Society