On the Randomized Kaczmarz Algorithm

Abstract

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 to the question raised by \cite{c2}. Illustrative experiments are conducted to support the findings.

This paper will appear in IEEE Signal processing letters, vol. 21, no. 3, March 2014

References in corpus (3)

• Paved with Good Intentions: Analysis of a Randomized Block Kaczmarz Method
• Randomized Kaczmarz solver for noisy linear systems
• Monotonic convergence of a general algorithm for computing optimal designs

Cited by in corpus (13)

• Randomized Iterative Methods for Linear Systems
• Stochastic Dual Ascent for Solving Linear Systems
• One-Bit Phase Retrieval: More Samples Means Less Complexity?
• Randomized Kaczmarz Algorithm for Massive MIMO Systems with Channel Estimation and Spatial Correlation
• On the exponential convergence of the Kaczmarz algorithm
• Sketch and Project: Randomized Iterative Methods for Linear Systems and Inverting Matrices
• Randomized Iterative Methods for Linear Systems: Momentum, Inexactness and Gossip
• Impacts of Network Topology on the Performance of a Distributed Algorithm Solving Linear Equations
• Linear Discriminant Analysis with the Randomized Kaczmarz Method
• Accelerating Random Kaczmarz Algorithm Based on Clustering Information
• On the Search for Tight Frames of Low Coherence
• Regularized Kaczmarz Algorithms for Tensor Recovery
• Fusion frames and randomized subspace actions