An Asynchronous Parallel Randomized Kaczmarz Algorithm
Numerical Analysis
2014-06-10 v2 Numerical Analysis
Optimization and Control
Abstract
We describe an asynchronous parallel variant of the randomized Kaczmarz (RK) algorithm for solving the linear system . The analysis shows linear convergence and indicates that nearly linear speedup can be expected if the number of processors is bounded by a multiple of the number of rows in .
Cite
@article{arxiv.1401.4780,
title = {An Asynchronous Parallel Randomized Kaczmarz Algorithm},
author = {Ji Liu and Stephen J. Wright and Srikrishna Sridhar},
journal= {arXiv preprint arXiv:1401.4780},
year = {2014}
}