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In [Steinerberger, Q. Appl. Math., 79:3, 419-429, 2021] and [Shao, SIAM J. Matrix Anal. Appl. 44(1), 212-239, 2023], two new types of Kaczmarz algorithms, which share some similarities, for consistent linear systems were proposed. These two…

Numerical Analysis · Mathematics 2024-07-30 Changpeng Shao

We investigate the randomized Kaczmarz method that adaptively updates the stepsize using readily available information for solving inconsistent linear systems. A novel geometric interpretation is provided which shows that the proposed…

Numerical Analysis · Mathematics 2023-03-17 Yun Zeng , Deren Han , Yansheng Su , Jiaxin Xie

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

We present a novel greedy Gauss-Seidel method for solving large linear least squares problem. This method improves the greedy randomized coordinate descent (GRCD) method proposed recently by Bai and Wu [Bai ZZ, and Wu WT. On greedy…

Numerical Analysis · Mathematics 2020-04-09 Yanjun Zhang , Hanyu Li

Greedy Sampling Methods (GSMs) are widely used to construct approximate solutions of Configuration Optimization Problems (COPs), where a loss functional is minimized over finite configurations of points in a compact domain. While effective…

Optimization and Control · Mathematics 2026-01-09 Evie Nielen , Oliver Tse

In this paper we make a theoretical analysis of the convergence rates of Kaczmarz and Extended Kaczmarz projection algorithms for some of the most practically used control sequences. We first prove an at least linear convergence rate for…

Numerical Analysis · Mathematics 2017-01-30 Constantin Popa

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 sketch-and-project, as a general archetypal algorithm for solving linear systems, unifies a variety of randomized iterative methods such as the randomized Kaczmarz and randomized coordinate descent. However, since it aims to find a…

Numerical Analysis · Mathematics 2022-05-04 Ziyang Yuan , Lu Zhang , Hongxia Wang , Hui Zhang

We propose a variable decomposition algorithm -greedy block coordinate descent (GBCD)- in order to make dense Gaussian process regression practical for large scale problems. GBCD breaks a large scale optimization into a series of small…

Machine Learning · Computer Science 2012-06-18 Liefeng Bo , Cristian Sminchisescu

High dimensional unconstrained quadratic programs (UQPs) involving massive datasets are now common in application areas such as web, social networks, etc. Unless computational resources that match up to these datasets are available, solving…

Optimization and Control · Mathematics 2014-07-15 Gugan Thoppe , Vivek S. Borkar , Dinesh Garg

This paper concerns with the developing the most general schemes so-called Fuzzy General Linear Methods (FGLM) for solving fuzzy differential equations. The general linear methods (GLM) for ordinary differential equations are the middle…

Numerical Analysis · Mathematics 2018-12-11 Javad Farzi , Afsaneh Moradi

Projection-based iterative methods for solving large over-determined linear systems are well-known for their simplicity and computational efficiency. It is also known that the correct choice of a sketching procedure (i.e., preprocessing…

Numerical Analysis · Mathematics 2019-12-03 Elizaveta Rebrova , Deanna Needell

The method of alternation projections (MAP) is an iterative procedure for finding the projection of a point on the intersection of closed subspaces of an Hilbert space. The convergence of this method is usually slow, and several methods for…

Numerical Analysis · Mathematics 2013-02-04 Claude Brezinski , Michela Redivo-Zaglia

We study last-iterate convergence of SGD with greedy step size over smooth quadratics in the interpolation regime, a setting which captures the classical Randomized Kaczmarz algorithm as well as other popular iterative linear system…

Machine Learning · Computer Science 2026-04-14 Michał Dereziński , Xiaoyu Dong

We investigate modified steepest descent methods coupled with a loping Kaczmarz strategy for obtaining stable solutions of nonlinear systems of ill-posed operator equations. We show that the proposed method is a convergent regularization…

Numerical Analysis · Mathematics 2008-08-03 A. De Cezaro , M. Haltmeier , A. Leitao , O. Scherzer

The rate constant matrix contraction (RCMC) method, proposed by Sumiya et al. (2015, 2017), enables fast and numerically stable simulations of chemical kinetics on large-scale reaction path networks. Later, Iwata et al. (2023)…

Numerical Analysis · Mathematics 2024-09-23 Shinichi Hemmi , Satoru Iwata , Taihei Oki

The Randomized Kaczmarz method (RK) is a stochastic iterative method for solving linear systems that has recently grown in popularity due to its speed and low memory requirement. Selectable Set Randomized Kaczmarz (SSRK) is an variant of RK…

Numerical Analysis · Mathematics 2022-02-04 Yotam Yaniv , Jacob D. Moorman , William Swartworth , Thomas Tu , Daji Landis , Deanna Needell

Several recent deep neural networks experiments leverage the generalist-specialist paradigm for classification. However, no formal study compared the performance of different clustering algorithms for class assignment. In this paper we…

Machine Learning · Computer Science 2016-09-14 Sébastien Arnold

Randomized iterative methods, such as the Kaczmarz method and its variants, have gained growing attention due to their simplicity and efficiency in solving large-scale linear systems. Meanwhile, absolute value equations (AVE) have attracted…

Numerical Analysis · Mathematics 2025-05-13 Jiaxin Xie , Hou-Duo Qi , Deren Han

Iterative linear solvers have gained recent popularity due to their computational efficiency and low memory footprint for large-scale linear systems. The relaxation method, or Motzkin's method, can be viewed as an iterative method that…

Numerical Analysis · Mathematics 2018-10-30 Jamie Haddock , Deanna Needell