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math.NA2020
Randomized Kaczmarz with Averaging
Jacob D. Moorman, Thomas K. Tu, Denali Molitor +1
The randomized Kaczmarz (RK) method is an iterative method for approximating the least-squares solution of large linear systems of equations. The standard RK method uses sequential…
math.NA2019
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…