3 papers
math.NA2020
Stochastic gradient descent for linear least squares problems with partially observed data
Kui Du, Xiao-Hui Sun
We propose a novel stochastic gradient descent method for solving linear least squares problems with partially observed data. Our method uses submatrices indexed by a randomly sele…
math.NA2020
Randomized extended block Kaczmarz for solving least squares
Kui Du, Wutao Si, Xiaohui Sun
Randomized iterative algorithms have recently been proposed to solve large-scale linear systems. In this paper, we present a simple randomized extended block Kaczmarz algorithm tha…
math.NA2019
A doubly stochastic block Gauss-Seidel algorithm for solving linear equations
Kui Du, Xiaohui Sun
We propose a simple doubly stochastic block Gauss--Seidel algorithm for solving linear systems of equations. By varying the row partition parameter and the column partition paramet…