A Count Sketch Kaczmarz Method For Solving Large Overdetermined Linear Systems
Numerical Analysis
2020-04-07 v1 Numerical Analysis
Abstract
In this paper, combining count sketch and maximal weighted residual Kaczmarz method, we propose a fast randomized algorithm for large overdetermined linear systems. Convergence analysis of the new algorithm is provided. Numerical experiments show that, for the same accuracy, our method behaves better in computing time compared with the state-of-the-art algorithm.
Cite
@article{arxiv.2004.02480,
title = {A Count Sketch Kaczmarz Method For Solving Large Overdetermined Linear Systems},
author = {Yanjun Zhang and Hanyu Li},
journal= {arXiv preprint arXiv:2004.02480},
year = {2020}
}