209 citations · 415 across the 30 of their papers we have counts for
4 papers · 1 filter
Adaptive Sketch-and-Project Methods for Solving Linear Systems
Robert Gower, Denali Molitor, Jacob Moorman +1
We present new adaptive sampling rules for the sketch-and-project method for solving linear systems. To deduce our new sampling rules, we first show how the progress of one step of…
Sketch and Project: Randomized Iterative Methods for Linear Systems and Inverting Matrices
Robert M. Gower
Probabilistic ideas and tools have recently begun to permeate into several fields where they had traditionally not played a major role, including fields such as numerical linear al…
Stochastic Dual Ascent for Solving Linear Systems
Robert Mansel Gower, Peter Richtarik
We develop a new randomized iterative algorithm---stochastic dual ascent (SDA)---for finding the projection of a given vector onto the solution space of a linear system. The method…
Randomized Iterative Methods for Linear Systems
Robert M. Gower, Peter Richtárik
We develop a novel, fundamental and surprisingly simple randomized iterative method for solving consistent linear systems. Our method has six different but equivalent interpretatio…