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math.NA2017★ 21 cited
Convergence of the randomized Kaczmarz method for phase retrieval
Halyun Jeong, C. Sinan Güntürk
The classical Kaczmarz iteration and its randomized variants are popular tools for fast inversion of linear overdetermined systems. This method extends naturally to the setting of…
math.NA2008
Iteratively re-weighted least squares minimization for sparse recovery
Ingrid Daubechies, Ronald DeVore, Massimo Fornasier +1
We analyze an Iteratively Re-weighted Least Squares (IRLS) algorithm for promoting l1-minimization in sparse and compressible vector recovery. We prove its convergence and we estim…