Convergence properties of the randomized extended Gauss-Seidel and Kaczmarz methods

Anna Ma, Deanna Needell, Aaditya Ramdas

The Kaczmarz and Gauss-Seidel methods both solve a linear system $\mathbf{X}\beta =\mathbf{y}$ by iteratively refining the solution estimate. Recent interest in these methods has been spar…