English

Quantile-Based Random Kaczmarz for corrupted linear systems of equations

Numerical Analysis 2021-07-13 v1 Numerical Analysis

Abstract

We consider linear systems Ax=bAx = b where ARm×nA \in \mathbb{R}^{m \times n} consists of normalized rows, ai2=1\|a_i\|_{\ell^2} = 1, and where up to βm\beta m entries of bb have been corrupted (possibly by arbitrarily large numbers). Haddock, Needell, Rebrova and Swartworth propose a quantile-based Random Kaczmarz method and show that for certain random matrices AA it converges with high likelihood to the true solution. We prove a deterministic version by constructing, for any matrix AA, a number βA\beta_A such that there is convergence for all perturbations with β<βA\beta < \beta_A. Assuming a random matrix heuristic, this proves convergence for tall Gaussian matrices with up to 0.5%\sim 0.5\% corruption (a number that can likely be improved).

Keywords

Cite

@article{arxiv.2107.05554,
  title  = {Quantile-Based Random Kaczmarz for corrupted linear systems of equations},
  author = {Stefan Steinerberger},
  journal= {arXiv preprint arXiv:2107.05554},
  year   = {2021}
}
R2 v1 2026-06-24T04:06:52.554Z