On adaptive sketch-and-project for solving linear systems

RM Gower, D Molitor, J Moorman, D Needell - SIAM Journal on Matrix Analysis …, 2021 - SIAM
We generalize the concept of adaptive sampling rules to the sketch-and-project method for
solving linear systems. Analyzing adaptive sampling rules in the sketch-and-project setting …

Randomized extended average block Kaczmarz for solving least squares

K Du, WT Si, XH Sun - SIAM Journal on Scientific Computing, 2020 - SIAM
Randomized iterative algorithms have recently been proposed to solve large-scale linear
systems. In this paper, we present a simple randomized extended average block Kaczmarz …

Tight upper bounds for the convergence of the randomized extended Kaczmarz and Gauss–Seidel algorithms

K Du - Numerical Linear Algebra with Applications, 2019 - Wiley Online Library
The randomized extended Kaczmarz and Gauss–Seidel algorithms have attracted much
attention because of their ability to treat all types of linear systems (consistent or …

Quantile-based iterative methods for corrupted systems of linear equations

J Haddock, D Needell, E Rebrova… - SIAM Journal on Matrix …, 2022 - SIAM
Often in applications ranging from medical imaging and sensor networks to error correction
and data science (and beyond), one needs to solve large-scale linear systems in which a …

Greed works: An improved analysis of sampling Kaczmarz--Motzkin

J Haddock, A Ma - SIAM Journal on Mathematics of Data Science, 2021 - SIAM
Stochastic iterative algorithms have gained recent interest in machine learning and signal
processing for solving large-scale systems of equations, Ax=b. One such example is the …

On the Kaczmarz methods based on relaxed greedy selection for solving matrix equation AXB= C

NC Wu, CZ Liu, Q Zuo - Journal of Computational and Applied Mathematics, 2022 - Elsevier
For solving a consistent system of linear equations, the Kaczmarz method is a popular
representative among iterative algorithms due to its simplicity and efficiency. Based on the …

On greedy randomized block Kaczmarz method for consistent linear systems

Y Liu, CQ Gu - Linear Algebra and Its Applications, 2021 - Elsevier
The randomized block Kaczmarz method aims to solve linear system A x= b by iteratively
projecting the current estimate to the solution space of a subset of the constraints. Recent …

Revisiting randomized gossip algorithms: General framework, convergence rates and novel block and accelerated protocols

N Loizou, P Richtárik - IEEE Transactions on Information …, 2021 - ieeexplore.ieee.org
In this work we present a new framework for the analysis and design of randomized gossip
algorithms for solving the average consensus problem. We show how classical randomized …

A weighted randomized Kaczmarz method for solving linear systems

S Steinerberger - Mathematics of Computation, 2021 - ams.org
The Kaczmarz method for solving a linear system $ Ax= b $ interprets such a system as a
collection of equations $\left\langle a_i, x\right\rangle= b_i $, where $ a_i $ is the $ i $-th row …

Quantile-based random Kaczmarz for corrupted linear systems of equations

S Steinerberger - Information and Inference: A Journal of the IMA, 2023 - academic.oup.com
We consider linear systems where consists of normalized rows,, and where up to entries of
have been corrupted (possibly by arbitrarily large numbers). Haddock, Needell, Rebrova & …