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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 randomized Kaczmarz algorithm is one of the most popular approaches for solving large-scale linear systems due to its simplicity and efficiency. In this paper, we propose two classes of global randomized Kaczmarz methods for solving…

Numerical Analysis · Mathematics 2025-12-23 Yu-Qi Niu , Bing Zheng

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 Kaczmarz method is an iterative projection scheme for solving con-sistent system $Ax = b$. It is later extended to the inconsistent and ill-posed linear problems. But the classical Kaczmarz method is sensitive to the correlation of the…

Numerical Analysis · Mathematics 2022-10-04 Chuan-gang Kang , Heng Zhou

Kaczmarz algorithm is an efficient iterative algorithm to solve overdetermined consistent system of linear equations. During each updating step, Kaczmarz chooses a hyperplane based on an individual equation and projects the current estimate…

Numerical Analysis · Computer Science 2015-11-20 Yujun Li , Kaichun Mo , Haishan Ye

The block Kaczmarz method is an iterative scheme for solving overdetermined least-squares problems. At each step, the algorithm projects the current iterate onto the solution space of a subset of the constraints. This paper describes a…

Numerical Analysis · Mathematics 2015-03-20 Deanna Needell , Joel A. Tropp

Stochastic iterative algorithms such as the Kaczmarz and Gauss-Seidel methods have gained recent attention because of their speed, simplicity, and the ability to approximately solve large-scale linear systems of equations without needing to…

Numerical Analysis · Mathematics 2019-01-10 Anna Ma , Deanna Needell , Aaditya Ramdas

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

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 reconstruction of tensor-valued signals from corrupted measurements, known as tensor regression, has become essential in many multi-modal applications such as hyperspectral image reconstruction and medical imaging. In this work, we…

Randomized Kaczmarz methods form a family of linear system solvers which converge by repeatedly projecting their iterates onto randomly sampled equations. While effective in some contexts, such as highly over-determined least squares,…

Numerical Analysis · Mathematics 2025-07-30 Michał Dereziński , Deanna Needell , Elizaveta Rebrova , Jiaming Yang

The Kaczmarz method for solving a linear system $Ax = b$ interprets such a system as a collection of equations $\left\langle a_i, x\right\rangle = b_i$, where $a_i$ is the $i-$th row of $A$, then picks such an equation and corrects $x_{k+1}…

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

This paper investigates the randomized version of the Kaczmarz method to solve linear systems in the case where the adjoint of the system matrix is not exact---a situation we refer to as "mismatched adjoint". We show that the method may…

Numerical Analysis · Mathematics 2018-03-09 Dirk A. Lorenz , Sean Rose , Frank Schöpfer

We develop a novel, fundamental and surprisingly simple randomized iterative method for solving consistent linear systems. Our method has six different but equivalent interpretations: sketch-and-project, constrain-and-approximate, random…

Numerical Analysis · Mathematics 2016-01-07 Robert M. Gower , Peter Richtárik

In view of the advantages of simplicity and effectiveness of the Kaczmarz method, which was originally employed to solve the large-scale system of linear equations $Ax=b$, we study the greedy randomized block Kaczmarz method (ME-GRBK) and…

Numerical Analysis · Mathematics 2026-02-05 Wenli Wang , Duo Liu , Gangrong Qu

Randomized iterative algorithms have recently been proposed to solve large-scale linear systems. In this paper, we present a simple randomized extended block Kaczmarz algorithm that exponentially converges in the mean square to the unique…

Numerical Analysis · Mathematics 2020-07-09 Kui Du , Wutao Si , Xiaohui Sun

The randomized Kaczmarz methods are a popular and effective family of iterative methods for solving large-scale linear systems of equations, which have also been applied to linear feasibility problems. In this work, we propose a new block…

Optimization and Control · Mathematics 2024-06-19 Minxin Zhang , Jamie Haddock , Deanna Needell

The residual cutting (RC) method has been proposed as an outer-inner loop iteration for efficiently solving large and sparse linear systems of equations arising in solving numerically problems of elliptic partial differential equations.…

Numerical Analysis · Mathematics 2026-03-23 Toshihiko Abe

The Kaczmarz method is an iterative method for solving large systems of equations that projects iterates orthogonally onto the solution space of each equation. In contrast to direct methods such as Gaussian elimination or QR-factorization,…

Numerical Analysis · Computer Science 2013-09-30 Noreen Jamil , Deanna Needell , Johannes Muller , Christof Lutteroth , Gerald Weber
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