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We study Kaczmarz type methods to solve consistent linear matrix equations. We first present a block Kaczmarz (BK) method that employs a deterministic cyclic row selection strategy. Assuming that the associated coefficient matrix has full…

Numerical Analysis · Mathematics 2026-02-04 Wenli Wang , Duo Liu , Gangrong Qu , Michiel E. Hochstenbach

We describe an asynchronous parallel variant of the randomized Kaczmarz (RK) algorithm for solving the linear system $Ax=b$. The analysis shows linear convergence and indicates that nearly linear speedup can be expected if the number of…

Numerical Analysis · Mathematics 2014-06-10 Ji Liu , Stephen J. Wright , Srikrishna Sridhar

Stochastic iterative algorithms such as the Kaczmarz and Gauss-Seidel methods have gained recent attention because of their speed, simplicity, and the ability to approximately solve large-scale linear systems of equations without needing to…

Numerical Analysis · Mathematics 2019-01-10 Anna Ma , Deanna Needell , Aaditya Ramdas

The Kaczmarz algorithm is an iterative method for solving systems of linear equations. We introduce a modified Kaczmarz algorithm for solving systems of linear equations in a distributed environment, i.e. the equations within the system are…

Numerical Analysis · Mathematics 2019-04-12 Chinmay Hegde , Fritz Keinert , Eric S. Weber

The Kaczmarz method is an efficient iterative algorithm for large-scale linear systems. However, its linear convergence rate suffers from ill-conditioned problems and is highly sensitive to the smallest nonzero singular value. In this work,…

Numerical Analysis · Mathematics 2026-02-26 Yunying Ke , Hao Luo

Kaczmarz method is one popular iterative method for solving inverse problems, especially in computed tomography. Recently, it was established that a randomized version of the method enjoys an exponential convergence for well-posed problems,…

Numerical Analysis · Mathematics 2017-12-06 Yuling Jiao , Bangti Jin , Xiliang Lu

Randomized Kaczmarz (RK), Motzkin Method (MM) and Sampling Kaczmarz Motzkin (SKM) algorithms are commonly used iterative techniques for solving a system of linear inequalities (i.e., $Ax \leq b$). As linear systems of equations represent a…

Optimization and Control · Mathematics 2022-08-16 Md Sarowar Morshed , Md Saiful Islam , Md. Noor-E-Alam

The block Kaczmarz method and its variants are designed for solving the over-determined linear system. They involve iteratively projecting the current point onto the solution space of a subset of constraints. In this work, by alternately…

Numerical Analysis · Mathematics 2023-11-02 Nian-Ci Wu , Yang Zhou , Zhaolu Tian

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

The classical Kaczmarz iteration and its randomized variants are popular tools for fast inversion of linear overdetermined systems. This method extends naturally to the setting of the phase retrieval problem via substituting at each…

Numerical Analysis · Mathematics 2017-07-25 Halyun Jeong , C. Sinan Güntürk

In view of the advantages of simplicity and effectiveness of the Kaczmarz method, which was originally employed to solve the large-scale system of linear equations $Ax=b$, we study the greedy randomized block Kaczmarz method (ME-GRBK) and…

Numerical Analysis · Mathematics 2026-02-05 Wenli Wang , Duo Liu , Gangrong Qu

The randomized Kaczmarz methods are a popular and effective family of iterative methods for solving large-scale linear systems of equations, which have also been applied to linear feasibility problems. In this work, we propose a new block…

Optimization and Control · Mathematics 2024-06-19 Minxin Zhang , Jamie Haddock , Deanna Needell

The sampling Kaczmarz-Motzkin (SKM) method is a generalization of the randomized Kaczmarz and Motzkin methods. It first samples some rows of coefficient matrix randomly to build a set and then makes use of the maximum violation criterion…

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

Randomized iterative algorithms have recently been proposed to solve large-scale linear systems. In this paper, we present a simple randomized extended block Kaczmarz algorithm that exponentially converges in the mean square to the unique…

Numerical Analysis · Mathematics 2020-07-09 Kui Du , Wutao Si , Xiaohui Sun

Randomized Kaczmarz (RK) is a simple and fast solver for consistent overdetermined systems, but it is known to be fragile under noise. We study overdetermined $m\times n$ linear systems with a sparse set of corrupted equations, $ {\bf…

Numerical Analysis · Mathematics 2026-02-16 Sofiia Shvaiko , Longxiu Huang , Elizaveta Rebrova

The Kaczmarz and Gauss-Seidel methods aim to solve a linear $m \times n$ system $\boldsymbol{X} \boldsymbol{\beta} = \boldsymbol{y}$ by iteratively refining the solution estimate; the former uses random rows of $\boldsymbol{X}$ {to update…

Numerical Analysis · Mathematics 2017-05-15 Ahmed Hefny , Deanna Needell , Aaditya Ramdas

The randomized Kaczmarz method and its accelerated variants are a powerful class of iterative methods for solving large-scale linear systems, offering guaranteed convergence with low per-iteration cost. However, their numerical stability…

Numerical Analysis · Mathematics 2026-05-19 Michał Dereziński , Ethan N. Epperly , Deanna Needell , Alexander Xue

The randomized projection (RP) method is a simple iterative scheme for solving linear feasibility problems and has recently gained popularity due to its speed and low memory requirement. This paper develops an accelerated variant of the…

Optimization and Control · Mathematics 2022-11-21 Lin Zhu , Yuan Lei , Jiaxin Xie

Phase retrieval has been an attractive but difficult problem rising from physical science, and there has been a gap between state-of-the-art theoretical convergence analyses and the corresponding efficient retrieval methods. Firstly, these…

Information Theory · Computer Science 2017-12-06 Gen Li , Yuchen Jiao , Yuantao Gu

The Kaczmarz method is a way to iteratively solve a linear system of equations $Ax = b$. One interprets the solution $x$ as the point where hyperplanes intersect and then iteratively projects an approximate solution onto these hyperplanes…

Numerical Analysis · Mathematics 2024-11-12 Stefan Steinerberger
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