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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

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…

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

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 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

In this work, we shed light on the so-called Kaczmarz method for solving Linear System (LS) and Linear Feasibility (LF) problems from a optimization point of view. We introduce well-known optimization approaches such as Lagrangian penalty…

Optimization and Control · Mathematics 2022-08-15 Md Sarowar Morshed

We study Kaczmarz type methods to solve consistent linear matrix equations. We first present a block Kaczmarz (BK) method that employs a deterministic cyclic row selection strategy. Assuming that the associated coefficient matrix has full…

Numerical Analysis · Mathematics 2026-02-04 Wenli Wang , Duo Liu , Gangrong Qu , Michiel E. Hochstenbach

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 randomized block Kaczmarz (RBK) method is a widely utilized iterative scheme for solving large-scale linear systems. However, the theoretical analysis and practical effectiveness of this method heavily rely on a good row paving of the…

Numerical Analysis · Mathematics 2025-03-19 Ruike Xiang , Jiaxin Xie , Qiye Zhang

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

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

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

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

With the growth of large data as well as large-scale learning tasks, the need for efficient and robust linear system solvers is greater than ever. The randomized Kaczmarz method (RK) and similar stochastic iterative methods have received…

Numerical Analysis · Mathematics 2023-01-04 Lu Cheng , Benjamin Jarman , Deanna Needell , Elizaveta Rebrova

The randomized Kaczmarz method is an iterative algorithm that solves overdetermined systems of linear equations. Recently, the method was extended to systems of equalities and inequalities by Leventhal and Lewis. Even more recently, Needell…

Numerical Analysis · Mathematics 2014-09-04 Jonathan Briskman , Deanna Needell

The randomized Kaczmarz ($\RK$) algorithm is a simple but powerful approach for solving consistent linear systems $Ax=b$. This paper proposes an accelerated randomized Kaczmarz ($\ARK$) algorithm with better convergence than the standard…

Numerical Analysis · Mathematics 2014-06-10 Ji Liu , Stephen J. Wright

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

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

To conduct a more in-depth investigation of randomized solvers for solving linear systems, we adopt a unified randomized batch-sampling Kaczmarz framework with per-iteration costs as low as cyclic block methods, and develop a general…

Numerical Analysis · Mathematics 2026-04-21 Dong-Yue Xie , Xi Yang

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
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