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With the growth of large data as well as large-scale learning tasks, the need for efficient and robust linear system solvers is greater than ever. The randomized Kaczmarz method (RK) and similar stochastic iterative methods have received…

Numerical Analysis · Mathematics 2023-01-04 Lu Cheng , Benjamin Jarman , Deanna Needell , Elizaveta Rebrova

Randomized iterative algorithms, such as the randomized Kaczmarz method, have gained considerable popularity due to their efficacy in solving matrix-vector and matrix-matrix regression problems. Our present work leverages the insights…

We consider the quantum implementations of the two classical iterative solvers for a system of linear equations, including the Kaczmarz method which uses a row of coefficient matrix in each iteration step, and the coordinate descent method…

Quantum Physics · Physics 2020-02-26 Changpeng Shao , Hua Xiang

We propose a simple doubly stochastic block Gauss--Seidel algorithm for solving linear systems of equations. By varying the row partition parameter and the column partition parameter of the coefficient matrix, we recover the Landweber…

Numerical Analysis · Mathematics 2020-07-09 Kui Du , Xiaohui Sun

An algorithmic framework to compute sparse or minimal-TV solutions of linear systems is proposed. The framework includes both the Kaczmarz method and the linearized Bregman method as special cases and also several new methods such as a…

Optimization and Control · Mathematics 2014-04-01 Dirk A. Lorenz , Stephan Wenger , Frank Schöpfer , Marcus Magnor

We present a randomized iterative algorithm that exponentially converges in expectation to the minimum Euclidean norm least squares solution of a given linear system of equations. The expected number of arithmetic operations required to…

Numerical Analysis · Mathematics 2018-07-24 Anastasios Zouzias , Nikolaos Freris

Compressed sensing (CS) is an innovative technique allowing to represent signals through a small number of their linear projections. In this paper we address the application of CS to the scenario of progressive acquisition of 2D visual…

Information Theory · Computer Science 2014-03-06 Giulio Coluccia , Enrico Magli

Sketch-and-project is a framework which unifies many known iterative methods for solving linear systems and their variants, as well as further extensions to non-linear optimization problems. It includes popular methods such as randomized…

Optimization and Control · Mathematics 2023-09-20 Michał Dereziński , Elizaveta Rebrova

Nonlinear convex problems arise in various areas of applied mathematics and engineering. Classical techniques such as the relaxed proximal point algorithm (PPA) and the prediction correction (PC) method were proposed for linearly…

Optimization and Control · Mathematics 2023-07-28 Sai Wang , Yi Gong

We describe an algorithm that, given any full-rank matrix A having fewer rows than columns, can rapidly compute the orthogonal projection of any vector onto the null space of A, as well as the orthogonal projection onto the row space of A,…

Numerical Analysis · Computer Science 2011-05-26 Vladimir Rokhlin , Mark Tygert

We propose two new algebraic reconstruction techniques based on Kaczmarz's method that produce a regularized solution to noisy tomography problems. Tomography problems exhibit semi-convergence when iterative methods are employed, and the…

Numerical Analysis · Mathematics 2021-01-29 Bart S. van Lith , Per Christian Hansen , Michiel E. Hochstenbach

Random projection (RP) is a classical technique for reducing storage and computational costs. We analyze RP-based approximations of convex programs, in which the original optimization problem is approximated by the solution of a…

Information Theory · Computer Science 2014-04-30 Mert Pilanci , Martin J. Wainwright

We propose a framework for modeling and solving low-rank optimization problems to certifiable optimality. We introduce symmetric projection matrices that satisfy $Y^2=Y$, the matrix analog of binary variables that satisfy $z^2=z$, to model…

Optimization and Control · Mathematics 2021-12-22 Dimitris Bertsimas , Ryan Cory-Wright , Jean Pauphilet

We combine two iterative algorithms for solving large-scale systems of linear inequalities, the relaxation method of Agmon, Motzkin et al. and the randomized Kaczmarz method. In doing so, we obtain a family of algorithms that generalize and…

Optimization and Control · Mathematics 2019-06-05 Jesus De Loera , Jamie Haddock , Deanna Needell

The Randomized Kaczmarz method (RK) is a stochastic iterative method for solving linear systems that has recently grown in popularity due to its speed and low memory requirement. Selectable Set Randomized Kaczmarz (SSRK) is an variant of RK…

Numerical Analysis · Mathematics 2022-02-04 Yotam Yaniv , Jacob D. Moorman , William Swartworth , Thomas Tu , Daji Landis , Deanna Needell

The problem of finding a solution to the linear system $Ax = b$ with certain minimization properties arises in numerous scientific and engineering areas. In the era of big data, the stochastic optimization algorithms become increasingly…

Numerical Analysis · Mathematics 2026-01-05 Yun Zeng , Deren Han , Yansheng Su , Jiaxin Xie

The randomized Kaczmarz (RK) method is an iterative method for approximating the least-squares solution of large linear systems of equations. The standard RK method uses sequential updates, making parallel computation difficult. Here, we…

Numerical Analysis · Mathematics 2020-02-12 Jacob D. Moorman , Thomas K. Tu , Denali Molitor , Deanna Needell

A new algorithm called accelerated projection-based consensus (APC) has recently emerged as a promising approach to solve large-scale systems of linear equations in a distributed fashion. The algorithm adopts the federated architecture, and…

Signal Processing · Electrical Eng. & Systems 2022-09-19 Jiyan Zhang , Yue Xue , Yuan Qi , Jiale Wang

The Kaczmarz method is a popular iterative method for solving consistent, overdetermined linear system such as medical imaging in computerized tomography. The Kaczmarz's iteration repeatedly scans all equations in order, which leads to…

Numerical Analysis · Mathematics 2023-05-23 Chuan-gang Kang

Sparse and low rank tensor recovery has emerged as a significant area of research with applications in many fields such as computer vision. However, minimizing the $\ell_0$-norm of a vector or the rank of a matrix is NP-hard. Instead, their…

Optimization and Control · Mathematics 2024-04-23 Katherine Henneberger , Jing Qin