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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 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

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 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

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

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 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 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

A class of fast greedy block Kaczmarz methods combined with general greedy strategy and average technique are proposed for solving large consistent linear systems. Theoretical analysis of the convergence of the proposed method is given in…

Numerical Analysis · Mathematics 2022-10-18 Aqin Xiao , Junfeng Yin , Ning Zheng

The Kaczmarz method is an iterative algorithm for solving systems of linear equalities and inequalities, that iteratively projects onto these constraints. Recently, Strohmer and Vershynin [J. Fourier Anal. Appl., 15(2):262-278, 2009] gave a…

Numerical Analysis · Mathematics 2016-12-26 Julie Nutini , Behrooz Sepehry , Issam Laradji , Mark Schmidt , Hoyt Koepke , Alim Virani

The randomized version of the Kaczmarz method for the solution of linear systems is known to converge linearly in expectation. In this work we extend this result and show that the recently proposed Randomized Sparse Kaczmarz method for…

Optimization and Control · Mathematics 2016-10-11 Frank Schöpfer , Dirk A. Lorenz

The randomzied Kaczmarz method, along with its recently developed variants, has become a popular tool for dealing with large-scale linear systems. However, these methods usually fail to converge when the linear systems are affected by heavy…

Optimization and Control · Mathematics 2023-10-09 Lu Zhang , Hongxia Wang , Hui Zhang

We propose a new method for preconditioning Kaczmarz method by sketching. Kaczmarz method is a stochastic method for solving overdetermined linear systems based on a sampling of matrix rows. The standard approach to speed up convergence of…

Numerical Analysis · Computer Science 2019-03-06 Alexandr Katrutsa , Ivan Oseledets

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-type methods are widely used for their simplicity and efficiency in solving large-scale linear systems and optimization problems. However, their applicability is limited when dealing with inconsistent systems or…

Numerical Analysis · Mathematics 2025-12-11 Zeyu Dong , Aqin Xiao , Guojian Yin , Junfeng Yin

The nonlinear Kaczmarz method was recently proposed to solve the system of nonlinear equations. In this paper, we first discuss two greedy selection rules, i.e., the maximum residual and maximum distance rules, for the nonlinear Kaczmarz…

Numerical Analysis · Mathematics 2022-09-14 Yanjun Zhang , Hanyu Li , Ling Tang

A multi-step extended maximum residual Kaczmarz method is presented for the solution of the large inconsistent linear system of equations by using the multi-step iterations technique. Theoretical analysis proves the proposed method is…

Numerical Analysis · Mathematics 2023-09-07 Aqin Xiao , Junfeng Yin , Ning Zheng

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

The Kaczmarz method is a popular iterative scheme for solving large-scale linear systems. The randomized Kaczmarz method (RK) greatly improves the convergence rate of the Kaczmarz method, by using the rows of the coefficient matrix in…

Numerical Analysis · Mathematics 2020-12-01 Yutong Jiang , Gang Wu , Long Jiang

The Kaczmarz method for solving a linear system $Ax = b$ interprets such a system as a collection of equations $\left\langle a_i, x\right\rangle = b_i$, where $a_i$ is the $i-$th row of $A$, then picks such an equation and corrects $x_{k+1}…

Numerical Analysis · Mathematics 2021-09-15 Stefan Steinerberger