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math.PR2019
On block Gaussian sketching for the Kaczmarz method
Deanna Needell, Elizaveta Rebrova
The Kaczmarz algorithm is one of the most popular methods for solving large-scale over-determined linear systems due to its simplicity and computational efficiency. This method can…
math.PR2018
Constructive regularization of the random matrix norm
Elizaveta Rebrova
We show a simple local norm regularization algorithm that works with high probability. Namely, we prove that if the entries of a matrix are i.i.d. symmetrically di…