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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

The randomized Kaczmarz (RK) method is a well-known approach for solving linear least-squares problems with a large number of rows. RK accesses and processes just one row at a time, leading to exponentially fast convergence for consistent…

Numerical Analysis · Mathematics 2025-04-11 Ethan N. Epperly , Gil Goldshlager , Robert J. Webber

The Randomized Kaczmarz Algorithm is a randomized method which aims at solving a consistent system of over determined linear equations. This note discusses how to find an optimized randomization scheme for this algorithm, which is related…

Systems and Control · Computer Science 2016-11-17 Liang Dai , Mojtaba Soltanalian , Kristiaan Pelckmans

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

We propose a data-assisted two-stage method for solving an inverse random source problem of the Helmholtz equation. In the first stage, the regularized Kaczmarz method is employed to generate initial approximations of the mean and variance…

Numerical Analysis · Mathematics 2024-03-05 Peijun Li , Ying Liang , Yuliang Wang

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

To find the least squares solution of a very large and inconsistent system of equations, one can employ the extended Kaczmarz algorithm. This method simultaneously removes the error term, such that a consistent system is asymptotically…

Numerical Analysis · Mathematics 2015-04-02 Stefania Petra , Constantin Popa

The Kaczmarz algorithm (KA) is a popular method for solving a system of linear equations. In this note we derive a new exponential convergence result for the KA. The key allowing us to establish the new result is to rewrite the KA in such a…

Systems and Control · Computer Science 2015-06-23 Liang Dai , Thomas Schön

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

We propose two new algebraic reconstruction techniques based on Kaczmarz's method that produce a regularized solution to noisy tomography problems. Tomography problems exhibit semi-convergence when iterative methods are employed, and the…

Numerical Analysis · Mathematics 2021-01-29 Bart S. van Lith , Per Christian Hansen , Michiel E. Hochstenbach

The Kaczmarz algorithm is popular for iteratively solving an overdetermined system of linear equations. The traditional Kaczmarz algorithm can approximate the solution in few sweeps through the equations but a randomized version of the…

Numerical Analysis · Computer Science 2014-02-04 Hemant Kumar Aggarwal , Angshul Majumdar

We consider the problem of phase retrieval, i.e. that of solving systems of quadratic equations. A simple variant of the randomized Kaczmarz method was recently proposed for phase retrieval, and it was shown numerically to have a…

Numerical Analysis · Mathematics 2018-01-16 Yan Shuo Tan , Roman Vershynin

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

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

The randomized Kaczmarz algorithm is one of the most popular approaches for solving large-scale linear systems due to its simplicity and efficiency. In this paper, we propose two classes of global randomized Kaczmarz methods for solving…

Numerical Analysis · Mathematics 2025-12-23 Yu-Qi Niu , Bing Zheng

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

Developing large-scale distributed methods that are robust to the presence of adversarial or corrupted workers is an important part of making such methods practical for real-world problems. In this paper, we propose an iterative approach…

Optimization and Control · Mathematics 2024-03-14 Longxiu Huang , Xia Li , Deanna Needell

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

In many modern imaging applications the desire to reconstruct high resolution images, coupled with the abundance of data from acquisition using ultra-fast detectors, have led to new challenges in image reconstruction. A main challenge is…

Numerical Analysis · Mathematics 2020-06-24 Julianne Chung , Matthias Chung , J. Tanner Slagel , Luis Tenorio

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