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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

Randomized block Kaczmraz method plays an important role in solving large-scale linear system. One of the key points of this type of methods is how to effectively select working rows. However, in most of the state-of-the-art randomized…

Numerical Analysis · Mathematics 2023-12-04 Gang Wu , Qiao Chang

Stochastic iterative algorithms have gained recent interest in machine learning and signal processing for solving large-scale systems of equations, $Ax=b$. One such example is the Randomized Kaczmarz (RK) algorithm, which acts only on…

Numerical Analysis · Mathematics 2020-07-28 Jamie Haddock , Anna Ma

In this paper, we analyze the greedy randomized Kaczmarz (GRK) method proposed in Bai and Wu (SIAM J. Sci. Comput., 40(1):A592--A606, 2018) for solving linear systems. We develop more precise greedy probability criteria to effectively…

Numerical Analysis · Mathematics 2023-11-15 Yansheng Su , Deren Han , Yun Zeng , Jiaxin Xie

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 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

In this paper, we consider a novel two-dimensional randomized Kaczmarz method and its improved version with simple random sampling, which chooses two active rows with probability proportional to the square of their cross-product-like…

Numerical Analysis · Mathematics 2025-06-27 Tao Li , Meng-Long Xiao , Xin-Fang Zhang

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

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

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 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

With a quite different way to determine the working rows, we propose a novel greedy Kaczmarz method for solving consistent linear systems. Convergence analysis of the new method is provided. Numerical experiments show that, for the same…

Numerical Analysis · Mathematics 2020-04-07 Hanyu Li , Yanjun Zhang

The randomized extended Kaczmarz method, proposed by Zouzias and Freris (SIAM J. Matrix Anal. Appl. 34: 773-793, 2013), is appealing for solving least-squares problems. However, its randomly selecting rows and columns of A with probability…

Numerical Analysis · Mathematics 2025-06-23 Xin-Fang Zhang , Meng-Long Xiao , Tao Li

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

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 random reshuffling Kaczmarz (RRK) method enjoys the simplicity and efficiency in solving linear systems as a Kaczmarz-type method, whereas it also inherits the practical improvements of the stochastic gradient descent (SGD) with random…

Numerical Analysis · Mathematics 2025-08-08 Deren Han , Jiaxin Xie

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

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 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

By introducing a subsampling strategy, we propose a randomized block Kaczmarz-Motzkin method for solving linear systems. Such strategy not only determines the block size, but also combines and extends two famous strategies, i.e., randomness…

Numerical Analysis · Mathematics 2022-12-01 Yanjun Zhang , Hanyu Li
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