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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

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

We propose iterative projection methods for solving square or rectangular consistent linear systems Ax = b. Existing projection methods use sketching matrices (possibly randomized) to generate a sequence of small projected subproblems, but…

Numerical Analysis · Mathematics 2023-12-13 Johannes J. Brust , Michael A. Saunders

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

Large-scale linear systems, $Ax=b$, frequently arise in practice and demand effective iterative solvers. Often, these systems are noisy due to operational errors or faulty data-collection processes. In the past decade, the randomized…

Numerical Analysis · Mathematics 2024-08-26 El Houcine Bergou , Soumia Boucherouite , Aritra Dutta , Xin Li , Anna Ma

The nonlinear Kaczmarz method was recently proposed to solve the system of nonlinear equations. In this paper, we first discuss two greedy selection rules, i.e., the maximum residual and maximum distance rules, for the nonlinear Kaczmarz…

Numerical Analysis · Mathematics 2022-09-14 Yanjun Zhang , Hanyu Li , Ling Tang

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 and Gauss-Seidel methods both solve a linear system $\bf{X}\bf{\beta} = \bf{y}$ by iteratively refining the solution estimate. Recent interest in these methods has been sparked by a proof of Strohmer and Vershynin which shows…

Numerical Analysis · Mathematics 2018-02-05 Anna Ma , Deanna Needell , Aaditya Ramdas

A class of restarted randomized surrounding methods are presented to accelerate the surrounding algorithms by restarted techniques for solving the linear equations. Theoretical analysis prove that the proposed method converges under the…

Numerical Analysis · Mathematics 2022-07-12 Junfeng Yin , Nan Li , Ning Zheng

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

We present a simple, accurate method for solving consistent, rank-deficient linear systems, with or without addi- tional rank-completing constraints. Such problems arise in a variety of applications, such as the computation of the…

Numerical Analysis · Mathematics 2014-01-15 Josef Sifuentes , Zydrunas Gimbutas , Leslie Greengard

Among recent developments centered around Randomized Kaczmarz (RK), a row-sampling iterative projection method for large-scale linear systems, several adaptions to the method have inspired faster convergence. Focusing solely on…

Numerical Analysis · Mathematics 2026-03-03 James Nguyen , Oleg Presnyakov , Adityakrishnan Radhakhrishnan

In this paper, several Kaczmarz-type numerical methods for solving the matrix equation $AX=B$ and $XA=C$ are proposed, where the coefficient matrix $A$ may be full rank or rank deficient. These methods are iterative methods without matrix…

Numerical Analysis · Mathematics 2023-06-01 Weiguo Li , Wendi Bao , Lili Xing , Zhiwei Guo

The randomized block Kaczmarz (RBK) method is a widely utilized iterative scheme for solving large-scale linear systems. However, the theoretical analysis and practical effectiveness of this method heavily rely on a good row paving of the…

Numerical Analysis · Mathematics 2025-03-19 Ruike Xiang , Jiaxin Xie , Qiye Zhang

Kaczmarz is one of the most prominent iterative solvers for linear systems of equations. Despite substantial research progress in recent years, the state-of-the-art Kaczmarz algorithms have not fully resolved the seesaw effect, a major…

Numerical Analysis · Mathematics 2025-09-24 Aneesh Panchal , Ratikanta Behera

This paper investigates the convergence of the randomized Kaczmarz algorithm for the problem of phase retrieval of complex-valued objects. While this algorithm has been studied for the real-valued case}, its generalization to the…

Information Theory · Computer Science 2020-10-14 Teng Zhang , Feng Yu

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

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

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 randomized extended Kaczmarz and Gauss-Seidel algorithms have attracted much attention because of their ability to treat all types of linear systems (consistent or inconsistent, full rank or rank-deficient). In this paper, we interpret…

Numerical Analysis · Mathematics 2018-01-11 Kui Du
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