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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

We consider the robust phase retrieval problem of recovering the unknown signal from the magnitude-only measurements, where the measurements can be contaminated by both sparse arbitrary corruption and bounded random noise. We propose a new…

Machine Learning · Statistics 2018-01-08 Jinghui Chen , Lingxiao Wang , Xiao Zhang , Quanquan Gu

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

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 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 (KZ) and its variants, which are types of stochastic gradient descent (SGD) methods, have been extensively studied due to their simplicity and efficiency in solving linear equation systems. The iterative thresholding…

Machine Learning · Statistics 2023-04-21 Halyun Jeong , Deanna Needell

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

A new method for solving Laplacian linear systems proposed by Kelner et al. involves the random sampling and update of fundamental cycles in a graph. Kelner et al. proved asymptotic bounds on the complexity of this method but did not report…

Data Structures and Algorithms · Computer Science 2015-10-07 Erik G. Boman , Kevin Deweese , John R. Gilbert

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 present a randomized iterative algorithm that exponentially converges in expectation to the minimum Euclidean norm least squares solution of a given linear system of equations. The expected number of arithmetic operations required to…

Numerical Analysis · Mathematics 2018-07-24 Anastasios Zouzias , Nikolaos Freris

Tensor recovery has recently arisen in a lot of application fields, such as transportation, medical imaging and remote sensing. Under the assumption that signals possess sparse and/or low-rank structures, many tensor recovery methods have…

Optimization and Control · Mathematics 2021-02-16 Xuemei Chen , Jing Qin

The generalized Gearhart-Koshy acceleration is a recent exact affine search technique designed for the method of cyclic projections onto hyperplanes, i.e., the Kaczmarz method. However, its convergence properties, particularly the linear…

Numerical Analysis · Mathematics 2026-04-08 Yijie Wang , Yonghan Sun , Deren Han , Jiaxin Xie

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 recovery of approximately sparse or compressible coefficients in a Polynomial Chaos Expansion is a common goal in modern parametric uncertainty quantification (UQ). However, relatively little effort in UQ has been directed toward…

Numerical Analysis · Mathematics 2021-05-04 Ben Adcock , Anyi Bao , John D. Jakeman , Akil Narayan

In recent years, the fervent demand for computational power across various domains has prompted hardware manufacturers to introduce specialized computing hardware aimed at enhancing computational capabilities. Particularly, the utilization…

Numerical Analysis · Mathematics 2024-03-12 Hongyaoxing Gu

Robust low-rank approximation under row-wise adversarial corruption can be achieved with a single pass, randomized procedure that detects and removes outlier rows by thresholding their projected norms. We propose a scalable, non-iterative…

Machine Learning · Computer Science 2025-04-04 Aidan Tiruvan

In this paper, for solving nonlinear systems we propose two pseudoinverse-free greedy block methods with momentum by combining the residual-based weighted nonlinear Kaczmarz and heavy ball methods. Without the full column rank assumptions…

Numerical Analysis · Mathematics 2025-03-14 Naiyu Jiang , Wendi Bao , Lili Xing , Weiguo Li

In this paper, we consider a recursive estimation problem for linear regression where the signal to be estimated admits a sparse representation and measurement samples are only sequentially available. We propose a convergent parallel…

Optimization and Control · Mathematics 2017-12-12 Yang Yang , Mengyi Zhang , Marius Pesavento , Daniel P. Palomar

In this work, we shed light on the so-called Kaczmarz method for solving Linear System (LS) and Linear Feasibility (LF) problems from a optimization point of view. We introduce well-known optimization approaches such as Lagrangian penalty…

Optimization and Control · Mathematics 2022-08-15 Md Sarowar Morshed

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