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Related papers: On the Randomized Kaczmarz Algorithm

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The Kaczmarz algorithm is an iterative method that solves linear systems of equations. It stands out among iterative algorithms when dealing with large systems for two reasons. First, at each iteration, the Kaczmarz algorithm uses a single…

Numerical Analysis · Mathematics 2024-04-10 Inês A. Ferreira , Juan A. Acebrón , José Monteiro

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 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

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

The Kaczmarz method for solving linear systems of equations is an iterative algorithm that has found many applications ranging from computer tomography to digital signal processing. Despite the popularity of this method, useful theoretical…

Numerical Analysis · Mathematics 2007-05-23 Thomas Strohmer , Roman Vershynin

The Kaczmarz algorithm is an iterative method for solving systems of linear equations. We introduce a modified Kaczmarz algorithm for solving systems of linear equations in a distributed environment, i.e. the equations within the system are…

Numerical Analysis · Mathematics 2019-04-12 Chinmay Hegde , Fritz Keinert , Eric S. Weber

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 Kaczmarz method is an algorithm for finding the solution to an overdetermined consistent system of linear equations Ax=b by iteratively projecting onto the solution spaces. The randomized version put forth by Strohmer and Vershynin…

Numerical Analysis · Mathematics 2011-02-15 Yonina C. Eldar , Deanna Needell

Kaczmarz algorithm is an efficient iterative algorithm to solve overdetermined consistent system of linear equations. During each updating step, Kaczmarz chooses a hyperplane based on an individual equation and projects the current estimate…

Numerical Analysis · Computer Science 2015-11-20 Yujun Li , Kaichun Mo , Haishan Ye

The randomized Kaczmarz algorithm has received considerable attention recently because of its simplicity, speed, and the ability to approximately solve large-scale linear systems of equations. In this paper we propose randomized double and…

Numerical Analysis · Mathematics 2020-10-28 Kui Du , Xiao-Hui Sun

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

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 Kaczmarz algorithm is a popular solver for overdetermined linear systems due to its simplicity and speed. In this paper, we propose a modification that speeds up the convergence of the randomized Kaczmarz algorithm for systems of linear…

Numerical Analysis · Computer Science 2013-05-17 Hassan Mansour , Ozgur Yilmaz

The Kaczmarz method is an iterative projection scheme for solving con-sistent system $Ax = b$. It is later extended to the inconsistent and ill-posed linear problems. But the classical Kaczmarz method is sensitive to the correlation of the…

Numerical Analysis · Mathematics 2022-10-04 Chuan-gang Kang , Heng Zhou

The block Kaczmarz method is an iterative scheme for solving overdetermined least-squares problems. At each step, the algorithm projects the current iterate onto the solution space of a subset of the constraints. This paper describes a…

Numerical Analysis · Mathematics 2015-03-20 Deanna Needell , Joel A. Tropp

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…

Numerical Analysis · Mathematics 2020-04-07 Yanjun Zhang , Hanyu Li

The Kaczmarz method is an iterative method for solving overcomplete linear systems of equations Ax=b. The randomized version of the Kaczmarz method put forth by Strohmer and Vershynin iteratively projects onto a randomly chosen solution…

Numerical Analysis · Mathematics 2015-06-24 Deanna Needell , Ran Zhao , Anastasios Zouzias

In this paper, we propose a federated algorithm for solving large linear systems that is inspired by the classic randomized Kaczmarz algorithm. We provide convergence guarantees of the proposed method, and as a corollary of our analysis, we…

Numerical Analysis · Mathematics 2025-05-15 Halyun Jeong , Deanna Needell , Chi-Hao Wu

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

Randomized block Kaczmraz method plays an important role in solving large-scale linear system. One of the key points of this type of methods is how to effectively select working rows. However, in most of the state-of-the-art randomized…

Numerical Analysis · Mathematics 2023-12-04 Gang Wu , Qiao Chang
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