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We present a randomized iterative algorithm that exponentially converges in expectation to the minimum Euclidean norm least squares solution of a given linear system of equations. The expected number of arithmetic operations required to…

Numerical Analysis · Mathematics 2018-07-24 Anastasios Zouzias , Nikolaos Freris

The randomized sparse Kaczmarz method was recently proposed to recover sparse solutions of linear systems. In this work, we introduce a greedy variant of the randomized sparse Kaczmarz method by employing the sampling Kaczmarz-Motzkin…

Numerical Analysis · Mathematics 2022-04-13 Ziyang Yuan , Hui Zhang , Hongxia Wang

For solving the large-scale linear system by iteration methods, we utilize the Petrov-Galerkin conditions and relaxed greedy index selection technique and provide two relaxed greedy deterministic row (RGDR) and column (RGDC) iterative…

Numerical Analysis · Mathematics 2022-08-12 Nian-Ci Wu , Ling-Xia Cui , Qian Zuo

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

A greedy randomized nonlinear Bregman-Kaczmarz method by sampling the working index with residual information is developed for the solution of the constrained nonlinear system of equations. Theoretical analyses prove the convergence of the…

Numerical Analysis · Mathematics 2024-06-25 Aqin Xiao , Junfeng Yin

The Kaczmarz method is an algorithm for finding the solution to an overdetermined consistent system of linear equations Ax=b by iteratively projecting onto the solution spaces. The randomized version put forth by Strohmer and Vershynin…

Numerical Analysis · Mathematics 2011-02-15 Yonina C. Eldar , Deanna Needell

The randomized Kaczmarz algorithm has received considerable attention recently because of its simplicity, speed, and the ability to approximately solve large-scale linear systems of equations. In this paper we propose randomized double and…

Numerical Analysis · Mathematics 2020-10-28 Kui Du , Xiao-Hui Sun

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

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

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

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

The famous greedy randomized Kaczmarz (GRK) method uses the greedy selection rule on maximum distance to determine a subset of the indices of working rows. In this paper, with the greedy selection rule on maximum residual, we propose the…

Numerical Analysis · Mathematics 2020-11-16 Yanjun Zhang , Hanyu Li

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 randomized row method is a popular representative of the iterative algorithm because of its efficiency in solving the overdetermined and consistent systems of linear equations. In this paper, we present an extended randomized multiple…

Numerical Analysis · Mathematics 2024-11-06 Nian-Ci Wu , Chengzhi Liu , Yatian Wang , Qian Zuo

The Kaczmarz algorithm is a popular solver for overdetermined linear systems due to its simplicity and speed. In this paper, we propose a modification that speeds up the convergence of the randomized Kaczmarz algorithm for systems of linear…

Numerical Analysis · Computer Science 2013-05-17 Hassan Mansour , Ozgur Yilmaz

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

For solving a consistent system of linear equations, the classical row-action (also known as Kaczmarz) method is a simple while really effective iteration solver. Based on the greedy index selection strategy and Polyak's heavy-ball momentum…

Numerical Analysis · Mathematics 2024-03-13 Nian-Ci Wu , Qian Zuo , Yatian Wang

The multi-step inertial randomized Kaczmarz (MIRK) method is an iterative method for solving large-scale linear systems. In this paper, we enhance the MIRK method by incorporating the greedy probability criterion, coupled with the…

Numerical Analysis · Mathematics 2024-10-10 Yansheng Su , Deren Han , Yun Zeng , Jiaxin Xie

Randomized regularized Kaczmarz algorithms have recently been proposed to solve tensor recovery models with {\it consistent} linear measurements. In this work, we propose a novel algorithm based on the randomized extended Kaczmarz algorithm…

Numerical Analysis · Mathematics 2021-12-17 Kui Du , Xiao-Hui Sun

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