On the Randomized Kaczmarz Algorithm
Systems and Control
2016-11-17 v1 Optimization and Control
Abstract
The Randomized Kaczmarz Algorithm is a randomized method which aims at solving a consistent system of over determined linear equations. This note discusses how to find an optimized randomization scheme for this algorithm, which is related to the question raised by \cite{c2}. Illustrative experiments are conducted to support the findings.
Cite
@article{arxiv.1402.2863,
title = {On the Randomized Kaczmarz Algorithm},
author = {Liang Dai and Mojtaba Soltanalian and Kristiaan Pelckmans},
journal= {arXiv preprint arXiv:1402.2863},
year = {2016}
}
Comments
This paper will appear in IEEE Signal processing letters, vol. 21, no. 3, March 2014