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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

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

We present a new class of preconditioned iterative methods for solving linear systems of the form $Ax = b$. Our methods are based on constructing a low-rank Nystr\"om approximation to $A$ using sparse random matrix sketching. This…

Data Structures and Algorithms · Computer Science 2025-04-14 Michał Dereziński , Christopher Musco , Jiaming Yang

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

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

We present improved deterministic distributed algorithms for a number of well-studied matching problems, which are simpler, faster, more accurate, and/or more general than their known counterparts. The common denominator of these results is…

Data Structures and Algorithms · Computer Science 2017-08-08 Manuela Fischer

We present a comprehensive computational study of a class of linear system solvers, called {\it Triangle Algorithm} (TA) and {\it Centering Triangle Algorithm} (CTA), developed by Kalantari \cite{kalantari23}. The algorithms compute an…

Numerical Analysis · Mathematics 2023-04-25 Chun Lau , Bahman Kalantari

The Extended Randomized Kaczmarz method is a well known iterative scheme which can find the Moore-Penrose inverse solution of a possibly inconsistent linear system and requires only one additional column of the system matrix in each…

Numerical Analysis · Mathematics 2022-07-21 Frank Schöpfer , Dirk A Lorenz , Lionel Tondji , Maximilian Winkler

The main purpose of our paper is a new approach to design of algorithms of Kaczmarz type in the framework of operators in Hilbert space. Our applications include a diverse list of optimization problems, new Karhunen-Lo\`eve transforms, and…

Functional Analysis · Mathematics 2021-04-27 Palle E. T. Jorgensen , Myung-Sin Song , James Tian

Distributed linear algebraic equation over networks, where nodes hold a part of problem data and cooperatively solve the equation via node-to-node communications, is a basic distributed computation task receiving an increasing research…

Optimization and Control · Mathematics 2021-04-28 Peng Yi , Jinlong Lei , Yiguang Hong , Jie Chen , Guodong Shi

Many authors studied numeric algorithms for solving the linear systems of the pentadiagonal type. The well-known Fast Pentadiagonal System Solver algorithm is an example of such algorithms. The current article are described new numeric and…

Numerical Analysis · Mathematics 2015-01-05 A. A. Karawia

We propose fast and practical quantum-inspired classical algorithms for solving linear systems. Specifically, given sampling and query access to a matrix $A\in\mathbb{R}^{m\times n}$ and a vector $b\in\mathbb{R}^m$, we propose classical…

Data Structures and Algorithms · Computer Science 2023-12-01 Qian Zuo , Tongyang Li

We study how the learning rate affects the performance of a relaxed randomized Kaczmarz algorithm for solving $A x \approx b + \varepsilon$, where $A x =b$ is a consistent linear system and $\varepsilon$ has independent mean zero random…

Numerical Analysis · Mathematics 2022-08-10 Nicholas F. Marshall , Oscar Mickelin

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

We give a new theoretical tool to solve sparse systems with finitely many solutions. It is based on toric varieties and basic linear algebra; eigenvalues, eigenvectors and coefficient matrices. We adapt Eigenvalue theorem and Eigenvector…

Algebraic Geometry · Mathematics 2015-08-07 César Massri

We describe and analyze a simple algorithm for sampling from the solution $\mathbf{x}^* := \mathbf{A}^+\mathbf{b}$ to a linear system $\mathbf{A}\mathbf{x} = \mathbf{b}$. We assume access to a sampler which allows us to draw indices…

Data Structures and Algorithms · Computer Science 2025-08-19 Tyler Chen , Junhyung Lyle Kim , Archan Ray , Shouvanik Chakrabarti , Dylan Herman , Niraj Kumar

I present here a pedagogical introduction to the works by Rashel Tublin and Yan V. Fyodorov on random linear systems with quadratic constraints, using tools from Random Matrix Theory and replicas. These notes illustrate and complement the…

Statistical Mechanics · Physics 2024-03-21 Pierpaolo Vivo

The problem of solving linear systems is one of the most fundamental problems in computer science, where given a satisfiable linear system $(A,b)$, for $A \in \mathbb{R}^{n \times n}$ and $b \in \mathbb{R}^n$, we wish to find a vector $x…

Data Structures and Algorithms · Computer Science 2021-06-25 Mitali Bafna , Nikhil Vyas

This paper investigates the randomized version of the Kaczmarz method to solve linear systems in the case where the adjoint of the system matrix is not exact---a situation we refer to as "mismatched adjoint". We show that the method may…

Numerical Analysis · Mathematics 2018-03-09 Dirk A. Lorenz , Sean Rose , Frank Schöpfer

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
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