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To efficiently solve large scale nonlinear systems, we propose a novel Random Greedy Fast Block Kaczmarz method. This approach integrates the strengths of random and greedy strategies while avoiding the computationally expensive…

Numerical Analysis · Mathematics 2025-08-14 Renjie Ding , Dongling Wang

Iterative linear solvers have gained recent popularity due to their computational efficiency and low memory footprint for large-scale linear systems. The relaxation method, or Motzkin's method, can be viewed as an iterative method that…

Numerical Analysis · Mathematics 2018-10-30 Jamie Haddock , Deanna Needell

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

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

The famous greedy randomized Kaczmarz (GRK) method uses the greedy selection rule on maximum distance to determine a subset of the indices of working rows. In this paper, with the greedy selection rule on maximum residual, we propose the…

Numerical Analysis · Mathematics 2020-11-16 Yanjun Zhang , Hanyu Li

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 Kaczmarz algorithm is one of the most popular methods for solving large-scale over-determined linear systems due to its simplicity and computational efficiency. This method can be viewed as a special instance of a more general class of…

Probability · Mathematics 2020-01-23 Deanna Needell , Elizaveta Rebrova

Projection-based iterative methods for solving large over-determined linear systems are well-known for their simplicity and computational efficiency. It is also known that the correct choice of a sketching procedure (i.e., preprocessing…

Numerical Analysis · Mathematics 2019-12-03 Elizaveta Rebrova , Deanna Needell

Randomized Kaczmarz methods form a family of linear system solvers which converge by repeatedly projecting their iterates onto randomly sampled equations. While effective in some contexts, such as highly over-determined least squares,…

Numerical Analysis · Mathematics 2025-07-30 Michał Dereziński , Deanna Needell , Elizaveta Rebrova , Jiaming Yang

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 method is a row-action method for solving consistent non-square linear systems, and Gearhart-Koshy acceleration is a line-search that minimizes the Euclidean norm of the error along a ray in the direction of a Kaczmarz step.…

Numerical Analysis · Mathematics 2025-06-18 Markus Hegland , Janosch Rieger

Motivated by the randomized sketch to solve a variety of problems in scientific computation, we improve both the maximal weighted residual Kaczmarz method and the randomized block average Kaczmarz method using two new randomized sketch…

Numerical Analysis · Mathematics 2025-11-18 Haochen Jiang , Dongdong Liu , Xianping Wu , Xu Yang

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 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 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 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

The Kaczmarz algorithm is a simple iterative scheme for solving consistent linear systems. At each step, the method projects the current iterate onto the solution space of a single constraint. Hence, it requires very low cost per iteration…

Optimization and Control · Mathematics 2019-02-27 Ion Necoara

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