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Related papers: Accelerating Random Kaczmarz Algorithm Based on Cl…

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We combine two iterative algorithms for solving large-scale systems of linear inequalities, the relaxation method of Agmon, Motzkin et al. and the randomized Kaczmarz method. In doing so, we obtain a family of algorithms that generalize and…

Optimization and Control · Mathematics 2019-06-05 Jesus De Loera , Jamie Haddock , Deanna Needell

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

A randomized Kaczmarz method was recently proposed for phase retrieval, which has been shown numerically to exhibit empirical performance over other state-of-the-art phase retrieval algorithms both in terms of the sampling complexity and in…

Numerical Analysis · Mathematics 2021-09-27 Meng Huang , Yang Wang

A randomized subspace action algorithm is investigated for fusion frame signal recovery problems. It is noted that Kaczmarz bounds provide upper bounds on the algorithm's error moments. The main question of which probability distributions…

Numerical Analysis · Mathematics 2015-04-24 Xuemei Chen , Alexander Powell

We propose a novel method to accelerate Lloyd's algorithm for K-Means clustering. Unlike previous acceleration approaches that reduce computational cost per iterations or improve initialization, our approach is focused on reducing the…

Machine Learning · Computer Science 2018-05-29 Juyong Zhang , Yuxin Yao , Yue Peng , Hao Yu , Bailin Deng

This paper investigates the randomized version of the Kaczmarz method to solve linear systems in the case where the adjoint of the system matrix is not exact---a situation we refer to as "mismatched adjoint". We show that the method may…

Numerical Analysis · Mathematics 2018-03-09 Dirk A. Lorenz , Sean Rose , Frank Schöpfer

We describe an asynchronous parallel variant of the randomized Kaczmarz (RK) algorithm for solving the linear system $Ax=b$. The analysis shows linear convergence and indicates that nearly linear speedup can be expected if the number of…

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

Real-world networks often come with side information that can help to improve the performance of network analysis tasks such as clustering. Despite a large number of empirical and theoretical studies conducted on network clustering methods…

Machine Learning · Statistics 2022-07-29 Guillaume Braun , Hemant Tyagi , Christophe Biernacki

Tensor recovery has recently arisen in a lot of application fields, such as transportation, medical imaging and remote sensing. Under the assumption that signals possess sparse and/or low-rank structures, many tensor recovery methods have…

Optimization and Control · Mathematics 2021-02-16 Xuemei Chen , Jing Qin

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

In this note we reconsider two known algorithms which both usually converge faster than the randomized Kaczmarz method introduced by Strohmer and Vershynin(2009), but require the additional computation of all residuals of an iteration at…

Numerical Analysis · Mathematics 2021-07-01 Jürgen Groß

Randomized iterative methods, such as the randomized Kaczmarz method, have gained significant attention for solving large-scale linear systems due to their simplicity and efficiency. Meanwhile, Krylov subspace methods have emerged as a…

Numerical Analysis · Mathematics 2025-05-28 Yonghan Sun , Deren Han , Jiaxin Xie

The Sparse Kaczmarz method is a famous and widely used iterative method for solving the regularized basis pursuit problem. A general scheme of the surrogate hyperplane sparse Kaczmarz method is proposed. In particular, a class of…

Numerical Analysis · Mathematics 2024-06-24 Ze Wang , Jun-Feng Yin , Ji-Chen Zhao

The randomized Kaczmarz (RK) algorithm is one of the most computationally and memory-efficient iterative algorithms for solving large-scale linear systems. However, practical applications often involve noisy and potentially inconsistent…

Numerical Analysis · Mathematics 2025-10-10 El Houcine Bergou , Soumia Boucherouite , Aritra Dutta , Xin Li , Anna Ma

In this article, we establish a class of new accelerated modulus-based iteration methods for solving the linear complementarity problem. When the system matrix is an $H_+$-matrix, we present appropriate criteria for the convergence…

Optimization and Control · Mathematics 2023-05-05 Bharat Kumar , Deepmala , A. K. Das

We describe a convergence acceleration technique for unconstrained optimization problems. Our scheme computes estimates of the optimum from a nonlinear average of the iterates produced by any optimization method. The weights in this average…

Optimization and Control · Mathematics 2019-04-16 Damien Scieur , Alexandre d'Aspremont , Francis Bach

The Kaczmarz method (KZ) and its variants, which are types of stochastic gradient descent (SGD) methods, have been extensively studied due to their simplicity and efficiency in solving linear equation systems. The iterative thresholding…

Machine Learning · Statistics 2023-04-21 Halyun Jeong , Deanna Needell

The article mainly introduces preprocessing algorithms for solving linear equation systems. This algorithm uses three algorithms as inner iterations, namely RPCG algorithm, ADI algorithm, and Kaczmarz algorithm. Then, it uses BA-GMRES as an…

Numerical Analysis · Mathematics 2024-04-10 Juan Zhang , Yiyi Luo

Sparse and low rank tensor recovery has emerged as a significant area of research with applications in many fields such as computer vision. However, minimizing the $\ell_0$-norm of a vector or the rank of a matrix is NP-hard. Instead, their…

Optimization and Control · Mathematics 2024-04-23 Katherine Henneberger , Jing Qin

The latent block model is used to simultaneously rank the rows and columns of a matrix to reveal a block structure. The algorithms used for estimation are often time consuming. However, recent work shows that the log-likelihood ratios are…

Statistics Theory · Mathematics 2023-03-10 Vincent Brault , Antoine Channarond
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