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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

The randomized sparse Kaczmarz method, designed for seeking the sparse solutions of the linear systems $Ax=b$, selects the $i$-th projection hyperplane with likelihood proportional to $\|a_{i}\|_2^2$, where $a_{i}^T$ is $i$-th row of $A$.…

Numerical Analysis · Mathematics 2023-06-13 Lu Zhang , Ziyang Yuan , Hongxia Wang , Hui Zhang

The Kaczmarz method is an iterative algorithm for solving systems of linear equations Ax=b. Theoretical convergence rates for this algorithm were largely unknown until recently when work was done on a randomized version of the algorithm. It…

Numerical Analysis · Mathematics 2010-04-01 Deanna Needell

The Kaczmarz algorithm is popular for iteratively solving an overdetermined system of linear equations. The traditional Kaczmarz algorithm can approximate the solution in few sweeps through the equations but a randomized version of the…

Numerical Analysis · Computer Science 2014-02-04 Hemant Kumar Aggarwal , Angshul Majumdar

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

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

The Kaczmarz method for solving a linear system $Ax = b$ interprets such a system as a collection of equations $\left\langle a_i, x\right\rangle = b_i$, where $a_i$ is the $i-$th row of $A$, then picks such an equation and corrects $x_{k+1}…

Numerical Analysis · Mathematics 2021-09-15 Stefan Steinerberger

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

This paper is about randomized iterative algorithms for solving a linear system of equations $X \beta = y$ in different settings. Recent interest in the topic was reignited when Strohmer and Vershynin (2009) proved the linear convergence…

Optimization and Control · Mathematics 2014-06-23 Aaditya Ramdas

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

We present an enhanced version of the row-based randomized block-Kaczmarz method to solve a linear system of equations. This improvement makes use of a regularization during block updates in the solution, and a dynamic proposal distribution…

Numerical Analysis · Mathematics 2025-10-03 Suvendu Kar , Murugesan Venkatapathi

The randomized Kaczmarz method is an iterative algorithm that solves overdetermined systems of linear equations. Recently, the method was extended to systems of equalities and inequalities by Leventhal and Lewis. Even more recently, Needell…

Numerical Analysis · Mathematics 2014-09-04 Jonathan Briskman , Deanna Needell

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

We introduce a quantum linear system solving algorithm based on the Kaczmarz method, a widely used workhorse for large linear systems and least-squares problems that updates the solution by enforcing one equation at a time. Its simplicity…

Quantum Physics · Physics 2026-01-06 Nhat A. Nghiem , Tuan K. Do , Trung V. Phan

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

We develop a novel, fundamental and surprisingly simple randomized iterative method for solving consistent linear systems. Our method has six different but equivalent interpretations: sketch-and-project, constrain-and-approximate, random…

Numerical Analysis · Mathematics 2016-01-07 Robert M. Gower , Peter Richtárik

The randomized Kaczmarz algorithm has received considerable attention recently because of its simplicity, speed, and the ability to approximately solve large-scale linear systems of equations. In this paper we propose randomized double and…

Numerical Analysis · Mathematics 2020-10-28 Kui Du , Xiao-Hui Sun

The multi-step inertial randomized Kaczmarz (MIRK) method is an iterative method for solving large-scale linear systems. In this paper, we enhance the MIRK method by incorporating the greedy probability criterion, coupled with the…

Numerical Analysis · Mathematics 2024-10-10 Yansheng Su , Deren Han , Yun Zeng , Jiaxin Xie

Randomized Kaczmarz methods form a family of linear system solvers which converge by repeatedly projecting their iterates onto randomly sampled equations. While effective in some contexts, such as highly over-determined least squares,…

Numerical Analysis · Mathematics 2025-07-30 Michał Dereziński , Deanna Needell , Elizaveta Rebrova , Jiaming Yang

In this paper, by regarding the two-subspace Kaczmarz method [20] as an alternated inertial randomized Kaczmarz algorithm we present a new convergence rate estimate which is shown to be better than that in [20] under a mild condition.…

Numerical Analysis · Mathematics 2023-06-16 Songnian He , Ziting Wang , Qiao-Li Dong