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The Kaczmarz method is an iterative method for solving overcomplete linear systems of equations Ax=b. The randomized version of the Kaczmarz method put forth by Strohmer and Vershynin iteratively projects onto a randomly chosen solution…

Numerical Analysis · Mathematics 2015-06-24 Deanna Needell , Ran Zhao , Anastasios Zouzias

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 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

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

In this paper, by regarding the two-subspace Kaczmarz method [20] as an alternated inertial randomized Kaczmarz algorithm we present a new convergence rate estimate which is shown to be better than that in [20] under a mild condition.…

Numerical Analysis · Mathematics 2023-06-16 Songnian He , Ziting Wang , Qiao-Li Dong

In this paper we show how to accelerate randomized coordinate descent methods and achieve faster convergence rates without paying per-iteration costs in asymptotic running time. In particular, we show how to generalize and efficiently…

Data Structures and Algorithms · Computer Science 2013-05-09 Yin Tat Lee , Aaron Sidford

In this paper, we propose a randomized accelerated method for the minimization of a strongly convex function under linear constraints. The method is of Kaczmarz-type, i.e. it only uses a single linear equation in each iteration. To obtain…

Optimization and Control · Mathematics 2025-04-03 Lionel Tondji , Dirk A. Lorenz , Ion Necoara

When solving noisy linear systems Ax = b + c, the theoretical and empirical performance of stochastic iterative methods, such as the Randomized Kaczmarz algorithm, depends on the noise level. However, if there are a small number of highly…

Numerical Analysis · Mathematics 2023-08-17 Jamie Haddock , Anna Ma , Elizaveta Rebrova

The Kaczmarz method is an iterative method for solving large systems of equations that projects iterates orthogonally onto the solution space of each equation. In contrast to direct methods such as Gaussian elimination or QR-factorization,…

Numerical Analysis · Computer Science 2013-09-30 Noreen Jamil , Deanna Needell , Johannes Muller , Christof Lutteroth , Gerald Weber

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

The Krasnosel'skii-Mann (KM) algorithm is the most fundamental iterative scheme designed to find a fixed point of an averaged operator in the framework of a real Hilbert space, since it lies at the heart of various numerical algorithms for…

Optimization and Control · Mathematics 2023-08-28 Radu Ioan Bot , Dang-Khoa Nguyen

This paper presents an algorithm to solve the Soft k-Means problem globally. Unlike Fuzzy c-Means, Soft k-Means (SkM) has a matrix factorization-type objective and has been shown to have a close relation with the popular probability…

Machine Learning · Computer Science 2022-12-08 Feiping Nie , Hong Chen , Rong Wang , Xuelong Li

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

In this paper, we develop a splitting algorithm incorporating Bregman distances to solve a broad class of linearly constrained composite optimization problems, whose objective function is the separable sum of possibly nonconvex nonsmooth…

Optimization and Control · Mathematics 2024-10-01 Tan Nhat Pham , Minh N. Dao , Andrew Eberhard , Nargiz Sultanova

Stochastic gradient descent type methods are ubiquitous in machine learning, but they are only applicable to the optimization of differentiable functions. Proximal algorithms are more general and applicable to nonsmooth functions. We…

Optimization and Control · Mathematics 2025-05-20 Laurent Condat , Elnur Gasanov , Peter Richtárik

The Kaczmarz method for solving linear systems of equations is an iterative algorithm that has found many applications ranging from computer tomography to digital signal processing. Despite the popularity of this method, useful theoretical…

Numerical Analysis · Mathematics 2007-05-23 Thomas Strohmer , Roman Vershynin

We introduce a new algorithm to solve a regularized spatial-spectral image estimation problem. Our approach is based on the linearized alternating directions method of multipliers (LADMM), which is a variation of the popular ADMM algorithm.…

Signal Processing · Electrical Eng. & Systems 2025-02-25 Yunsong Liu , Debdut Mandal , Congyu Liao , Kawin Setsompop , Justin P. Haldar

The linear model uses the space defined by the input to project the target or desired signal and find the optimal set of model parameters. When the problem is nonlinear, the adaption requires nonlinear models for good performance, but it…

Machine Learning · Computer Science 2018-02-05 Zhengda Qin , Badong Chen , Nanning Zheng , Jose C. Principe

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 Kaczmarz algorithm is a well known iterative method for solving overdetermined linear systems. Its randomized version yields provably exponential convergence in expectation. In this paper, we propose two new methods to speed up the…

Numerical Analysis · Computer Science 2016-08-02 Tengfei Ma