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The randomized extended Kaczmarz and Gauss-Seidel algorithms have attracted much attention because of their ability to treat all types of linear systems (consistent or inconsistent, full rank or rank-deficient). In this paper, we interpret…

Numerical Analysis · Mathematics 2018-01-11 Kui Du

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

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

Phase retrieval has been an attractive but difficult problem rising from physical science, and there has been a gap between state-of-the-art theoretical convergence analyses and the corresponding efficient retrieval methods. Firstly, these…

Information Theory · Computer Science 2017-12-06 Gen Li , Yuchen Jiao , Yuantao Gu

For solving large consistent linear systems by iteration methods, inspired by the maximum residual Kaczmarz method and the randomized block Kaczmarz method, we propose the maximum residual block Kaczmarz method, which is designed to…

Numerical Analysis · Mathematics 2024-04-16 Wen-Ning Sun , Mei Qin

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

A randomized Kaczmarz method was recently proposed for phase retrieval, which has been shown numerically to exhibit empirical performance over other state-of-the-art phase retrieval algorithms both in terms of the sampling complexity and in…

Numerical Analysis · Mathematics 2021-09-27 Meng Huang , Yang Wang

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

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

Recently, the randomized sparse Kaczmarz method has been accelerated by designing heavy ball momentum adaptively via a minimal-error principle. In this paper, we develop a new adaptive momentum method based on the minimal dual function…

Optimization and Control · Mathematics 2026-04-01 Lu Zhang , Jinchuan Zeng , Hongxia Wang , Hui Zhang

We consider linear systems $Ax = b$ where $A \in \mathbb{R}^{m \times n}$ consists of normalized rows, $\|a_i\|_{\ell^2} = 1$, and where up to $\beta m$ entries of $b$ have been corrupted (possibly by arbitrarily large numbers). Haddock,…

Numerical Analysis · Mathematics 2021-07-13 Stefan Steinerberger

Randomized Kaczmarz is a simple iterative method for finding solutions of linear systems $Ax = b$. We point out that the arising sequence $(x_k)_{k=1}^{\infty}$ tends to converge to the solution $x$ in an interesting way: generically, as $k…

Numerical Analysis · Mathematics 2021-09-15 Stefan Steinerberger

Linear regression is effective at identifying interpretable trends in a data set, but averages out potentially different effects on subgroups within data. We propose an iterative algorithm based on the randomized Kaczmarz (RK) method to…

Numerical Analysis · Mathematics 2022-12-09 Erin George , Yotam Yaniv , Deanna Needell

When solving noisy linear systems Ax = b + c, the theoretical and empirical performance of stochastic iterative methods, such as the Randomized Kaczmarz algorithm, depends on the noise level. However, if there are a small number of highly…

Numerical Analysis · Mathematics 2023-08-17 Jamie Haddock , Anna Ma , Elizaveta Rebrova

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

We consider the quantum implementations of the two classical iterative solvers for a system of linear equations, including the Kaczmarz method which uses a row of coefficient matrix in each iteration step, and the coordinate descent method…

Quantum Physics · Physics 2020-02-26 Changpeng Shao , Hua Xiang

Randomized iterative algorithms, such as the randomized Kaczmarz method, have gained considerable popularity due to their efficacy in solving matrix-vector and matrix-matrix regression problems. Our present work leverages the insights…

Among recent developments centered around Randomized Kaczmarz (RK), a row-sampling iterative projection method for large-scale linear systems, several adaptions to the method have inspired faster convergence. Focusing solely on…

Numerical Analysis · Mathematics 2026-03-03 James Nguyen , Oleg Presnyakov , Adityakrishnan Radhakhrishnan

By introducing a subsampling strategy, we propose a randomized block Kaczmarz-Motzkin method for solving linear systems. Such strategy not only determines the block size, but also combines and extends two famous strategies, i.e., randomness…

Numerical Analysis · Mathematics 2022-12-01 Yanjun Zhang , Hanyu Li

The article mainly introduces preprocessing algorithms for solving linear equation systems. This algorithm uses three algorithms as inner iterations, namely RPCG algorithm, ADI algorithm, and Kaczmarz algorithm. Then, it uses BA-GMRES as an…

Numerical Analysis · Mathematics 2024-04-10 Juan Zhang , Yiyi Luo
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