On the Randomized Kaczmarz Algorithm
arXiv:1402.2863 · doi:10.1109/LSP.2013.2294376
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