English
Related papers

Related papers: A semi-randomized and augmented Kaczmarz method wi…

200 papers

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

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 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

The randomized version of the Kaczmarz method for the solution of linear systems is known to converge linearly in expectation. In this work we extend this result and show that the recently proposed Randomized Sparse Kaczmarz method for…

Optimization and Control · Mathematics 2016-10-11 Frank Schöpfer , Dirk A. Lorenz

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 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

Kaczmarz is one of the most prominent iterative solvers for linear systems of equations. Despite substantial research progress in recent years, the state-of-the-art Kaczmarz algorithms have not fully resolved the seesaw effect, a major…

Numerical Analysis · Mathematics 2025-09-24 Aneesh Panchal , Ratikanta Behera

Solving linear systems of equations is a fundamental problem in mathematics. When the linear system is so large that it cannot be loaded into memory at once, iterative methods such as the randomized Kaczmarz method excel. Here, we extend…

Numerical Analysis · Mathematics 2020-06-03 Anna Ma , Denali Molitor

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

The Kaczmarz algorithm is a simple iterative scheme for solving consistent linear systems. At each step, the method projects the current iterate onto the solution space of a single constraint. Hence, it requires very low cost per iteration…

Optimization and Control · Mathematics 2019-02-27 Ion Necoara

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

We provide a complete characterization of the randomized Kaczmarz algorithm (RKA) for inconsistent linear systems. The Kaczmarz algorithm, known in some fields as the algebraic reconstruction technique, is a classical method for solving…

Numerical Analysis · Mathematics 2015-02-05 Chuang Wang , Ameya Agaskar , Yue M. Lu

The random reshuffling Kaczmarz (RRK) method enjoys the simplicity and efficiency in solving linear systems as a Kaczmarz-type method, whereas it also inherits the practical improvements of the stochastic gradient descent (SGD) with random…

Numerical Analysis · Mathematics 2025-08-08 Deren Han , Jiaxin Xie

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

The randomized Kaczmarz (RK) method is a well-known approach for solving linear least-squares problems with a large number of rows. RK accesses and processes just one row at a time, leading to exponentially fast convergence for consistent…

Numerical Analysis · Mathematics 2025-04-11 Ethan N. Epperly , Gil Goldshlager , Robert J. Webber

The Kaczmarz method is an efficient iterative algorithm for large-scale linear systems. However, its linear convergence rate suffers from ill-conditioned problems and is highly sensitive to the smallest nonzero singular value. In this work,…

Numerical Analysis · Mathematics 2026-02-26 Yunying Ke , Hao Luo

We study a version of the randomized Kaczmarz algorithm for solving systems of linear equations where the iterates are confined to the solution space of a selected subsystem. We show that the subspace constraint leads to an accelerated…

Numerical Analysis · Mathematics 2024-06-11 Jackie Lok , Elizaveta Rebrova

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

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

A multi-step extended maximum residual Kaczmarz method is presented for the solution of the large inconsistent linear system of equations by using the multi-step iterations technique. Theoretical analysis proves the proposed method is…

Numerical Analysis · Mathematics 2023-09-07 Aqin Xiao , Junfeng Yin , Ning Zheng