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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

The Kaczmarz algorithm is an iterative technique designed to solve consistent linear systems of equations. It falls within the category of row-action methods, focusing on handling one equation per iteration. This characteristic makes it…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-02-01 Inês Ferreira , Juan A. Acebrón , José Monteiro

When solving linear systems $Ax=b$, $A$ and $b$ are given, but the measurements $b$ often contain corruptions. Inspired by recent work on the quantile-randomized Kaczmarz method, we propose an acceleration of the randomized Kaczmarz method…

Numerical Analysis · Mathematics 2024-10-18 Emeric Battaglia , Anna Ma

The standard randomized sparse Kaczmarz (RSK) method is an algorithm to compute sparse solutions of linear systems of equations and uses sequential updates, and thus, does not take advantage of parallel computations. In this work, we…

Numerical Analysis · Mathematics 2022-10-18 Lionel Tondji , Dirk A Lorenz

The randomized Kaczmarz ($\RK$) algorithm is a simple but powerful approach for solving consistent linear systems $Ax=b$. This paper proposes an accelerated randomized Kaczmarz ($\ARK$) algorithm with better convergence than the standard…

Numerical Analysis · Mathematics 2014-06-10 Ji Liu , Stephen J. Wright

Randomized Kaczmarz is a simple iterative method for finding solutions of linear systems $Ax = b$. We point out that the arising sequence $(x_k)_{k=1}^{\infty}$ tends to converge to the solution $x$ in an interesting way: generically, as $k…

Numerical Analysis · Mathematics 2021-09-15 Stefan Steinerberger

The block Kaczmarz method and its variants are designed for solving the over-determined linear system. They involve iteratively projecting the current point onto the solution space of a subset of constraints. In this work, by alternately…

Numerical Analysis · Mathematics 2023-11-02 Nian-Ci Wu , Yang Zhou , Zhaolu Tian

Large-scale linear systems, $Ax=b$, frequently arise in practice and demand effective iterative solvers. Often, these systems are noisy due to operational errors or faulty data-collection processes. In the past decade, the randomized…

Numerical Analysis · Mathematics 2024-08-26 El Houcine Bergou , Soumia Boucherouite , Aritra Dutta , Xin Li , Anna Ma

The Kaczmarz method is an iterative algorithm for solving systems of linear equations Ax=b. Theoretical convergence rates for this algorithm were largely unknown until recently when work was done on a randomized version of the algorithm. It…

Numerical Analysis · Mathematics 2010-04-01 Deanna Needell

Solving linear systems of equations is a fundamental problem in mathematics. When the linear system is so large that it cannot be loaded into memory at once, iterative methods such as the randomized Kaczmarz method excel. Here, we extend…

Numerical Analysis · Mathematics 2020-06-03 Anna Ma , Denali Molitor

The randomized Kaczmarz (RK) method is a well-known approach for solving linear least-squares problems with a large number of rows. RK accesses and processes just one row at a time, leading to exponentially fast convergence for consistent…

Numerical Analysis · Mathematics 2025-04-11 Ethan N. Epperly , Gil Goldshlager , Robert J. Webber

Among recent developments centered around Randomized Kaczmarz (RK), a row-sampling iterative projection method for large-scale linear systems, several adaptions to the method have inspired faster convergence. Focusing solely on…

Numerical Analysis · Mathematics 2026-03-03 James Nguyen , Oleg Presnyakov , Adityakrishnan Radhakhrishnan

The Kaczmarz algorithm is a simple iterative scheme for solving consistent linear systems. At each step, the method projects the current iterate onto the solution space of a single constraint. Hence, it requires very low cost per iteration…

Optimization and Control · Mathematics 2019-02-27 Ion Necoara

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…

Systems and Control · Computer Science 2016-11-17 Liang Dai , Mojtaba Soltanalian , Kristiaan Pelckmans

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 Kaczmarz method is a way to iteratively solve a linear system of equations $Ax = b$. One interprets the solution $x$ as the point where hyperplanes intersect and then iteratively projects an approximate solution onto these hyperplanes…

Numerical Analysis · Mathematics 2024-11-12 Stefan Steinerberger

The random reshuffling Kaczmarz (RRK) method enjoys the simplicity and efficiency in solving linear systems as a Kaczmarz-type method, whereas it also inherits the practical improvements of the stochastic gradient descent (SGD) with random…

Numerical Analysis · Mathematics 2025-08-08 Deren Han , Jiaxin Xie

In this work, we shed light on the so-called Kaczmarz method for solving Linear System (LS) and Linear Feasibility (LF) problems from a optimization point of view. We introduce well-known optimization approaches such as Lagrangian penalty…

Optimization and Control · Mathematics 2022-08-15 Md Sarowar Morshed

In this paper, by regarding the two-subspace Kaczmarz method [20] as an alternated inertial randomized Kaczmarz algorithm we present a new convergence rate estimate which is shown to be better than that in [20] under a mild condition.…

Numerical Analysis · Mathematics 2023-06-16 Songnian He , Ziting Wang , Qiao-Li Dong

Kaczmarz's alternating projection method has been widely used for solving a consistent (mostly over-determined) linear system of equations Ax=b. Because of its simple iterative nature with light computation, this method was successfully…

Numerical Analysis · Computer Science 2014-07-22 Tim Wallace , Ali Sekmen
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