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To efficiently solve large scale nonlinear systems, we propose a novel Random Greedy Fast Block Kaczmarz method. This approach integrates the strengths of random and greedy strategies while avoiding the computationally expensive…

Numerical Analysis · Mathematics 2025-08-14 Renjie Ding , Dongling Wang

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

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

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

We develop two greedy sampling rules for the Sketch & Project method for solving linear feasibility problems. The proposed greedy sampling rules generalize the existing max-distance sampling rule and uniform sampling rule and generate…

Numerical Analysis · Mathematics 2020-12-08 Md Sarowar Morshed , Md. Noor-E-Alam

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 nonlinear Kaczmarz method was recently proposed to solve the system of nonlinear equations. In this paper, we first discuss two greedy selection rules, i.e., the maximum residual and maximum distance rules, for the nonlinear Kaczmarz…

Numerical Analysis · Mathematics 2022-09-14 Yanjun Zhang , Hanyu Li , Ling Tang

Stochastic iterative algorithms have gained recent interest in machine learning and signal processing for solving large-scale systems of equations, $Ax=b$. One such example is the Randomized Kaczmarz (RK) algorithm, which acts only on…

Numerical Analysis · Mathematics 2020-07-28 Jamie Haddock , Anna Ma

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

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

The Kaczmarz method is a popular iterative scheme for solving large-scale linear systems. The randomized Kaczmarz method (RK) greatly improves the convergence rate of the Kaczmarz method, by using the rows of the coefficient matrix in…

Numerical Analysis · Mathematics 2020-12-01 Yutong Jiang , Gang Wu , Long Jiang

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

For solving large-scale consistent linear system, we combine two efficient row index selection strategies with Kaczmarz-type method with oblique projection, and propose a greedy randomized Kaczmarz method with oblique projection (GRKO) and…

Numerical Analysis · Mathematics 2021-06-28 Fang Wang , Weiguo Li , Wendi Bao , Li Liu

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

Randomized Kaczmarz-type methods are widely used for their simplicity and efficiency in solving large-scale linear systems and optimization problems. However, their applicability is limited when dealing with inconsistent systems or…

Numerical Analysis · Mathematics 2025-12-11 Zeyu Dong , Aqin Xiao , Guojian Yin , Junfeng Yin

With the growth of data, it is more important than ever to develop an efficient and robust method for solving the consistent matrix equation AXB=C. The randomized Kaczmarz (RK) method has received a lot of attention because of its…

Numerical Analysis · Mathematics 2025-07-21 Nian-Ci Wu , Yang Zhou , Zhaolu Tian

The Kaczmarz method is an iterative method for solving overcomplete linear systems of equations Ax=b. The randomized version of the Kaczmarz method put forth by Strohmer and Vershynin iteratively projects onto a randomly chosen solution…

Numerical Analysis · Mathematics 2015-06-24 Deanna Needell , Ran Zhao , Anastasios Zouzias

It is shown in this paper that, almost all current prevalent iterative \mbox{methods} for solving linear system of equations can be classified as what we called extended Krylov subspace methods. In this paper a new type of iterative methods…

Numerical Analysis · Mathematics 2016-03-18 Wujian Peng , Shuhua Zhang

The standard randomized sparse Kaczmarz (RSK) method is an algorithm to compute sparse solutions of linear systems of equations and uses sequential updates, and thus, does not take advantage of parallel computations. In this work, we…

Numerical Analysis · Mathematics 2022-10-18 Lionel Tondji , Dirk A Lorenz

We present an accelerated greedy strategy for training of projection-based reduced-order models for parametric steady and unsteady partial differential equations. Our approach exploits hierarchical approximate proper orthogonal…

Numerical Analysis · Mathematics 2024-01-17 Eki Agouzal , Tommaso Taddei
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