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The Kaczmarz method for solving linear systems of equations is an iterative algorithm that has found many applications ranging from computer tomography to digital signal processing. Despite the popularity of this method, useful theoretical…

Numerical Analysis · Mathematics 2007-05-23 Thomas Strohmer , Roman Vershynin

The block Kaczmarz method and its variants are designed for solving the over-determined linear system. They involve iteratively projecting the current point onto the solution space of a subset of constraints. In this work, by alternately…

Numerical Analysis · Mathematics 2023-11-02 Nian-Ci Wu , Yang Zhou , Zhaolu Tian

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

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

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

The randomzied Kaczmarz method, along with its recently developed variants, has become a popular tool for dealing with large-scale linear systems. However, these methods usually fail to converge when the linear systems are affected by heavy…

Optimization and Control · Mathematics 2023-10-09 Lu Zhang , Hongxia Wang , Hui Zhang

Due to the ever growing amounts of data leveraged for machine learning and scientific computing, it is increasingly important to develop algorithms that sample only a small portion of the data at a time. In the case of linear least-squares,…

Machine Learning · Computer Science 2025-12-18 Gil Goldshlager , Jiang Hu , Lin Lin

We propose a new method for preconditioning Kaczmarz method by sketching. Kaczmarz method is a stochastic method for solving overdetermined linear systems based on a sampling of matrix rows. The standard approach to speed up convergence of…

Numerical Analysis · Computer Science 2019-03-06 Alexandr Katrutsa , Ivan Oseledets

In this paper, an extension of Kaczmarz method, the Kaczmarz method with oblique projection (KO), is introduced and analyzed. Using this method, a number of iteration steps to solve the over-determined systems of linear equations are…

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

Kaczmarz's alternating projection method has been widely used for solving a consistent (mostly over-determined) linear system of equations Ax=b. Because of its simple iterative nature with light computation, this method was successfully…

Numerical Analysis · Computer Science 2014-07-22 Tim Wallace , Ali Sekmen

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

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

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

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

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

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

Stochastic iterative methods are useful in a variety of large-scale numerical linear algebraic, machine learning, and statistical problems, in part due to their low-memory footprint. They are frequently used in a variety of applications,…

Numerical Analysis · Mathematics 2025-11-27 Toby Anderson , Max Collins , Jamie Haddock , Jackie Lok , Elizaveta Rebrova

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 Randomized Kaczmarz Algorithm is a randomized method which aims at solving a consistent system of over determined linear equations. This note discusses how to find an optimized randomization scheme for this algorithm, which is related…

Systems and Control · Computer Science 2016-11-17 Liang Dai , Mojtaba Soltanalian , Kristiaan Pelckmans

In this paper, for solving nonlinear systems we propose two pseudoinverse-free greedy block methods with momentum by combining the residual-based weighted nonlinear Kaczmarz and heavy ball methods. Without the full column rank assumptions…

Numerical Analysis · Mathematics 2025-03-14 Naiyu Jiang , Wendi Bao , Lili Xing , Weiguo Li