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We propose a new deterministic Kaczmarz algorithm for solving consistent linear systems $A\mathbf{x}=\mathbf{b}$. Basically, the algorithm replaces orthogonal projections with reflections in the original scheme of Stefan Kaczmarz. Building…

Numerical Analysis · Mathematics 2023-05-17 Changpeng Shao

In this article we develop and analyze novel iterative regularization techniques for the solution of systems of nonlinear ill--posed operator equations. The basic idea consists in considering separately each equation of this system and…

Numerical Analysis · Mathematics 2020-11-20 M. Haltmeier , A. Leitao , O. Scherzer

In this paper, we develop a concrete algorithm for phase retrieval, which we refer to as Gauss-Newton algorithm. In short, this algorithm starts with a good initial estimation, which is obtained by a modified spectral method, and then…

Information Theory · Computer Science 2018-02-12 Bing Gao , Zhiqiang Xu

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

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 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

A new method for solving Laplacian linear systems proposed by Kelner et al. involves the random sampling and update of fundamental cycles in a graph. Kelner et al. proved asymptotic bounds on the complexity of this method but did not report…

Data Structures and Algorithms · Computer Science 2015-10-07 Erik G. Boman , Kevin Deweese , John R. Gilbert

The Extended Randomized Kaczmarz method is a well known iterative scheme which can find the Moore-Penrose inverse solution of a possibly inconsistent linear system and requires only one additional column of the system matrix in each…

Numerical Analysis · Mathematics 2022-07-21 Frank Schöpfer , Dirk A Lorenz , Lionel Tondji , Maximilian Winkler

The generalized Gearhart-Koshy acceleration is a recent exact affine search technique designed for the method of cyclic projections onto hyperplanes, i.e., the Kaczmarz method. However, its convergence properties, particularly the linear…

Numerical Analysis · Mathematics 2026-04-08 Yijie Wang , Yonghan Sun , Deren Han , Jiaxin Xie

The Kaczmarz method is widely recognized as an efficient iterative algorithm for solving large-scale linear systems, owing to its simplicity and low memory requirements. However, the development of its nonlinear extensions for solving…

Numerical Analysis · Mathematics 2026-03-30 Renjie Ding , Dongling Wang , Jun Zou

We introduce a new iterative regularization method for solving inverse problems that can be written as systems of linear or non-linear equations in Hilbert spaces. The proposed averaged Kaczmarz (AVEK) method can be seen as a hybrid method…

Numerical Analysis · Mathematics 2018-03-09 Housen Li , Markus Haltmeier

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

If the phase retrieval problem can be solved by a method similar to that of solving a system of linear equations under the context of FFT, the time complexity of computer based phase retrieval algorithm would be reduced. Here I present such…

Numerical Analysis · Mathematics 2013-05-20 Yuan Sun

We develop a novel, fundamental and surprisingly simple randomized iterative method for solving consistent linear systems. Our method has six different but equivalent interpretations: sketch-and-project, constrain-and-approximate, random…

Numerical Analysis · Mathematics 2016-01-07 Robert M. Gower , Peter Richtárik

The phase retrieval problem has garnered significant attention since the development of the PhaseLift algorithm, which is a convex program that operates in a lifted space of matrices. Because of the substantial computational cost due to…

Information Theory · Computer Science 2016-11-15 Paul Hand , Vladislav Voroninski

The classical phase retrieval problem involves estimating a signal from its Fourier magnitudes (power spectrum) by leveraging prior information about the desired signal. This paper extends the problem to compact groups, addressing the…

Signal Processing · Electrical Eng. & Systems 2025-01-08 Tamir Bendory , Dan Edidin

One-bit quantization with time-varying sampling thresholds has recently found significant utilization potential in statistical signal processing applications due to its relatively low power consumption and low implementation cost. In…

Signal Processing · Electrical Eng. & Systems 2023-01-10 Arian Eamaz , Farhang Yeganegi , Deanna Needell , Mojtaba Soltanalian

Randomized regularized Kaczmarz algorithms have recently been proposed to solve tensor recovery models with {\it consistent} linear measurements. In this work, we propose a novel algorithm based on the randomized extended Kaczmarz algorithm…

Numerical Analysis · Mathematics 2021-12-17 Kui Du , Xiao-Hui Sun

In this paper, we construct a class of nonlinear greedy average block Kaczmarz methods to solve nonlinear problems without computing the Moore-Penrose pseudoinverse. This kind of methods adopts the average technique of Gaussian Kaczmarz…

Numerical Analysis · Mathematics 2023-04-27 Ying Lv , Wendi Bao , Lili Xing , Weiguo Li

We study the problem of recovering the phase from magnitude measurements; specifically, we wish to reconstruct a complex-valued signal x of C^n about which we have phaseless samples of the form y_r = |< a_r,x >|^2, r = 1,2,...,m (knowledge…

Information Theory · Computer Science 2016-11-17 Emmanuel Candes , Xiaodong Li , Mahdi Soltanolkotabi
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