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We develop a stochastic approximation version of the classical Kaczmarz algorithm that is incremental in nature and takes as input noisy real time data. Our analysis shows that with probability one it mimics the behavior of the original…

Optimization and Control · Mathematics 2014-04-29 Gugan Thoppe , Vivek S. Borkar , D. Manjunath

In this paper we present a new algorithm for solving linear programs that requires only $\tilde{O}(\sqrt{rank(A)}L)$ iterations to solve a linear program with $m$ constraints, $n$ variables, and constraint matrix $A$, and bit complexity…

Data Structures and Algorithms · Computer Science 2015-03-06 Yin Tat Lee , Aaron Sidford

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

In this article we develop and analyze novel iterative regularization techniques for the solution of systems of nonlinear ill--posed operator equations. The basic idea consists in considering separately each equation of this system and…

Numerical Analysis · Mathematics 2020-11-20 M. Haltmeier , A. Leitao , O. Scherzer

Solving linear systems of equations is a common problem that arises both on its own and as a subroutine in more complex problems: given a matrix A and a vector b, find a vector x such that Ax=b. We consider the case where one doesn't need…

Quantum Physics · Physics 2009-10-08 Aram W. Harrow , Avinatan Hassidim , Seth Lloyd

We present a quantum algorithm for systems of (possibly inhomogeneous) linear ordinary differential equations with constant coefficients. The algorithm produces a quantum state that is proportional to the solution at a desired final time.…

Quantum Physics · Physics 2017-11-07 Dominic W. Berry , Andrew M. Childs , Aaron Ostrander , Guoming Wang

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

We introduce a new iterative regularization method for solving inverse problems that can be written as systems of linear or non-linear equations in Hilbert spaces. The proposed averaged Kaczmarz (AVEK) method can be seen as a hybrid method…

Numerical Analysis · Mathematics 2018-03-09 Housen Li , Markus Haltmeier

In this paper, we devise three deterministic algorithms for solving the $m$-set $k$-packing, $m$-dimensional $k$-matching, and $t$-dominating set problems in time $O^*(5.44^{mk})$, $O^*(5.44^{(m-1)k})$ and $O^*(5.44^{t})$, respectively.…

Data Structures and Algorithms · Computer Science 2013-06-18 Shenshi Chen , Zhixiang Chen

This paper is concerned with the problem of exact MAP inference in general higher-order graphical models by means of a traditional linear programming relaxation approach. In fact, the proof that we have developed in this paper is a rather…

Optimization and Control · Mathematics 2026-03-23 Ikhlef Bechar

We propose two new algebraic reconstruction techniques based on Kaczmarz's method that produce a regularized solution to noisy tomography problems. Tomography problems exhibit semi-convergence when iterative methods are employed, and the…

Numerical Analysis · Mathematics 2021-01-29 Bart S. van Lith , Per Christian Hansen , Michiel E. Hochstenbach

The Kaczmarz method is successfully used for solving discretizations of linear inverse problems, especially in computed tomography where it is known as ART. Practitioners often observe and appreciate its fast convergence in the first few…

Numerical Analysis · Mathematics 2026-01-13 Per Christian Hansen , Michiel E. Hochstenbach

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

Solving linear systems of equations is a frequently encountered problem in machine learning and optimisation. Given a matrix $A$ and a vector $\mathbf b$ the task is to find the vector $\mathbf x$ such that $A \mathbf x = \mathbf b$. We…

Quantum Physics · Physics 2018-02-07 Leonard Wossnig , Zhikuan Zhao , Anupam Prakash

We propose a novel iterative algorithm for solving a large sparse linear system. The method is based on the EM algorithm. If the system has a unique solution, the algorithm guarantees convergence with a geometric rate. Otherwise,…

Numerical Analysis · Mathematics 2018-08-03 Minwoo Chae , Stephen G. Walker

The Kaczmarz algorithm is a well known iterative method for solving overdetermined linear systems. Its randomized version yields provably exponential convergence in expectation. In this paper, we propose two new methods to speed up the…

Numerical Analysis · Computer Science 2016-08-02 Tengfei Ma

We develop new solvability methods for divergence form second order, real and complex, elliptic systems above Lipschitz graphs, with $L_2$ boundary data. The coefficients $A$ may depend on all variables, but are assumed to be close to…

Analysis of PDEs · Mathematics 2010-09-16 Pascal Auscher , Andreas Axelsson

Motivated by applications to acoustic imaging, the present work establishes a framework to analyze scattering for the one-dimensional wave, Helmholtz, Schr\"odinger and Riccati equations that allows for coefficients which are more singular…

Analysis of PDEs · Mathematics 2022-02-28 Peter C. Gibson

The Kaczmarz algorithm in Hilbert spaces is a classical iterative method for stably recovering vectors from inner product data. In this paper, we extend the algorithm to the setting of Hilbert $C^*$-modules and establish analogues of its…

Functional Analysis · Mathematics 2025-08-20 Daniel Alpay , Chad Berner , Eric S. Weber

He and Yuan's prediction-correction framework [SIAM J. Numer. Anal. 50: 700-709, 2012] is able to provide convergent algorithms for solving separable convex optimization problems at a rate of $O(1/t)$ ($t$ represents iteration times) in…

Optimization and Control · Mathematics 2024-02-06 Tao Zhang , Yong Xia , Shiru Li