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Randomized block Kaczmraz method plays an important role in solving large-scale linear system. One of the key points of this type of methods is how to effectively select working rows. However, in most of the state-of-the-art randomized…

Numerical Analysis · Mathematics 2023-12-04 Gang Wu , Qiao Chang

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

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

In this paper, combining count sketch and maximal weighted residual Kaczmarz method, we propose a fast randomized algorithm for large overdetermined linear systems. Convergence analysis of the new algorithm is provided. Numerical…

Numerical Analysis · Mathematics 2020-04-07 Yanjun Zhang , Hanyu Li

Kaczmarz method is one popular iterative method for solving inverse problems, especially in computed tomography. Recently, it was established that a randomized version of the method enjoys an exponential convergence for well-posed problems,…

Numerical Analysis · Mathematics 2017-12-06 Yuling Jiao , Bangti Jin , Xiliang Lu

The randomized Kaczmarz (RK) algorithm is one of the most computationally and memory-efficient iterative algorithms for solving large-scale linear systems. However, practical applications often involve noisy and potentially inconsistent…

Numerical Analysis · Mathematics 2025-10-10 El Houcine Bergou , Soumia Boucherouite , Aritra Dutta , Xin Li , Anna Ma

Higher-order tensors can represent scores in a rating system, frames in a video, and images of the same subject. In practice, the measurements are often highly quantized due to the sampling strategies or the quality of devices. Existing…

Machine Learning · Computer Science 2020-10-28 Ren Wang , Meng Wang , Jinjun Xiong

In this paper, by regarding the two-subspace Kaczmarz method [20] as an alternated inertial randomized Kaczmarz algorithm we present a new convergence rate estimate which is shown to be better than that in [20] under a mild condition.…

Numerical Analysis · Mathematics 2023-06-16 Songnian He , Ziting Wang , Qiao-Li Dong

Recovering a signal $x^\ast \in \mathbb{R}^n$ from a sequence of linear measurements is an important problem in areas such as computerized tomography and compressed sensing. In this work, we consider an online setting in which measurements…

Numerical Analysis · Mathematics 2022-11-14 Benjamin Jarman , Yotam Yaniv , Deanna Needell

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

We consider the problem of the recovery of a k-sparse vector from compressed linear measurements when data are corrupted by a quantization noise. When the number of measurements is not sufficiently large, different $k$-sparse solutions may…

Optimization and Control · Mathematics 2019-09-10 Vito Cerone , Sophie M. Fosson , Diego Regruto

Randomized iterative algorithms for solving a factorized linear system, $\mathbf A\mathbf B\mathbf x=\mathbf b$ with $\mathbf A\in{\mathbb{R}}^{m\times \ell}$, $\mathbf B\in{\mathbb{R}}^{\ell\times n}$, and $\mathbf b\in{\mathbb{R}}^m$,…

Numerical Analysis · Mathematics 2023-07-25 Kui Du

The Kaczmarz algorithm is an iterative technique designed to solve consistent linear systems of equations. It falls within the category of row-action methods, focusing on handling one equation per iteration. This characteristic makes it…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-02-01 Inês Ferreira , Juan A. Acebrón , José Monteiro

The constantly increasing dimensionality of artificial quantum systems demands for highly efficient methods for their characterization and benchmarking. Conventional quantum tomography fails for larger systems due to the exponential growth…

Quantum Physics · Physics 2023-09-04 Sergei S. Kuzmin , Varvara I. Mikhailova , Ivan V. Dyakonov , Stanislav S. Straupe

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 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

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, we take a step towards developing efficient hard thresholding methods for low-rank tensor recovery from memory-efficient linear measurements with tensorial structure. Theoretical guarantees for many standard iterative…

Numerical Analysis · Mathematics 2025-02-06 Shambhavi Suryanarayanan , Elizaveta Rebrova

Tensor completion is the problem of estimating the missing values of high-order data from partially observed entries. Data corruption due to prevailing outliers poses major challenges to traditional tensor completion algorithms, which…

Machine Learning · Computer Science 2022-08-15 Yicong He , George K. Atia

The randomized Kaczmarz method and its accelerated variants are a powerful class of iterative methods for solving large-scale linear systems, offering guaranteed convergence with low per-iteration cost. However, their numerical stability…

Numerical Analysis · Mathematics 2026-05-19 Michał Dereziński , Ethan N. Epperly , Deanna Needell , Alexander Xue