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The sketch-and-project, as a general archetypal algorithm for solving linear systems, unifies a variety of randomized iterative methods such as the randomized Kaczmarz and randomized coordinate descent. However, since it aims to find a…

Numerical Analysis · Mathematics 2022-05-04 Ziyang Yuan , Lu Zhang , Hongxia Wang , Hui Zhang

We examine the use of a structured thresholding algorithm for sparse underwater channel estimation using compressed sensing. This method shows some improvements over standard algorithms for sparse channel estimation such as matching…

Applications · Statistics 2010-02-16 Sushil Subramanian

We study a version of the randomized Kaczmarz algorithm for solving systems of linear equations where the iterates are confined to the solution space of a selected subsystem. We show that the subspace constraint leads to an accelerated…

Numerical Analysis · Mathematics 2024-06-11 Jackie Lok , Elizaveta Rebrova

We introduce a quantum linear system solving algorithm based on the Kaczmarz method, a widely used workhorse for large linear systems and least-squares problems that updates the solution by enforcing one equation at a time. Its simplicity…

Quantum Physics · Physics 2026-01-06 Nhat A. Nghiem , Tuan K. Do , Trung V. Phan

We propose a new randomized method for solving systems of nonlinear equations, which can find sparse solutions or solutions under certain simple constraints. The scheme only takes gradients of component functions and uses Bregman…

Optimization and Control · Mathematics 2024-02-26 Robert Gower , Dirk A. Lorenz , Maximilian Winkler

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

Compressed sensing has a wide range of applications that include error correction, imaging, radar and many more. Given a sparse signal in a high dimensional space, one wishes to reconstruct that signal accurately and efficiently from a…

Numerical Analysis · Mathematics 2009-05-28 Deanna Needell

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

Recovering a signal $x^\ast \in \mathbb{R}^n$ from a sequence of linear measurements is an important problem in areas such as computerized tomography and compressed sensing. In this work, we consider an online setting in which measurements…

Numerical Analysis · Mathematics 2022-11-14 Benjamin Jarman , Yotam Yaniv , Deanna Needell

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

While single measurement vector (SMV) models have been widely studied in signal processing, there is a surging interest in addressing the multiple measurement vectors (MMV) problem. In the MMV setting, more than one measurement vector is…

Signal Processing · Electrical Eng. & Systems 2018-06-15 Natalie Durgin , Rachel Grotheer , Chenxi Huang , Shuang Li , Anna Ma , Deanna Needell , Jing Qin

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

We investigate the randomized Kaczmarz method that adaptively updates the stepsize using readily available information for solving inconsistent linear systems. A novel geometric interpretation is provided which shows that the proposed…

Numerical Analysis · Mathematics 2023-03-17 Yun Zeng , Deren Han , Yansheng Su , Jiaxin Xie

Problems in signal processing and medical imaging often lead to calculating sparse solutions to under-determined linear systems. Methodologies for solving this problem are presented as background to the method used in this work where the…

Numerical Analysis · Computer Science 2009-07-21 R. Broughton , I. Coope , P. Renaud , R. Tappenden

In compressed sensing one measures sparse signals directly in a compressed form via a linear transform and then reconstructs the original signal. However, it is often the case that the linear transform itself is known only approximately, a…

Information Theory · Computer Science 2013-11-13 Florent Krzakala , Marc Mézard , Lenka Zdeborová

With a quite different way to determine the working rows, we propose a novel greedy Kaczmarz method for solving consistent linear systems. Convergence analysis of the new method is provided. Numerical experiments show that, for the same…

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

To conduct a more in-depth investigation of randomized solvers for solving linear systems, we adopt a unified randomized batch-sampling Kaczmarz framework with per-iteration costs as low as cyclic block methods, and develop a general…

Numerical Analysis · Mathematics 2026-04-21 Dong-Yue Xie , Xi Yang

A greedy randomized augmented Kaczmarz (GRAK) method was proposed in [Z.-Z. Bai and W.-T. WU, SIAM J. Sci. Comput., 43 (2021), pp. A3892-A3911] for large and sparse inconsistent linear systems. However, one has to construct two new index…

Numerical Analysis · Mathematics 2023-10-24 Shunchang Li , Gang Wu

Broadband wireless channels usually have the sparse nature. Based on the assumption of Gaussian noise model, adaptive filtering algorithms for reconstruction sparse channels were proposed to take advantage of channel sparsity. However,…

Information Theory · Computer Science 2015-02-20 Guan Gui , Li Xu , Wentao Ma , Badong Chen

Stochastic computing (SC) is a promising candidate for fault tolerant computing in digital circuits. We present a novel stochastic computing estimation architecture allowing to solve a large group of estimation problems including least…

Signal Processing · Electrical Eng. & Systems 2018-11-01 Michael Lunglmayr , Daniel Wiesinger , Werner Haselmayr