Paved with good intentions: analysis of a randomized block Kaczmarz method

D Needell, JA Tropp - Linear Algebra and its Applications, 2014 - Elsevier
The block Kaczmarz method is an iterative scheme for solving overdetermined least-squares
problems. At each step, the algorithm projects the current iterate onto the solution space of a …

Randomized extended Kaczmarz for solving least squares

A Zouzias, NM Freris - SIAM Journal on Matrix Analysis and Applications, 2013 - SIAM
We present a randomized iterative algorithm that exponentially converges in the mean
square to the minimum \ell_2-norm least squares solution of a given linear system of …

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

A Ma, D Needell, A Ramdas - SIAM Journal on Matrix Analysis and …, 2015 - SIAM
The Kaczmarz and Gauss--Seidel methods both solve a linear system Xβ=y by iteratively
refining the solution estimate. Recent interest in these methods has been sparked by a proof …

[HTML][HTML] Randomized block Kaczmarz method with projection for solving least squares

D Needell, R Zhao, A Zouzias - Linear Algebra and its Applications, 2015 - Elsevier
The Kaczmarz method is an iterative method for solving overcomplete linear systems of
equations A x= b. The randomized version of the Kaczmarz method put forth by Strohmer …

Linear convergence of the randomized sparse Kaczmarz method

F Schöpfer, DA Lorenz - Mathematical Programming, 2019 - Springer
The randomized version of the Kaczmarz method for the solution of consistent linear
systems is known to converge linearly in expectation. And even in the possibly inconsistent …

A sampling Kaczmarz--Motzkin algorithm for linear feasibility

JA De Loera, J Haddock, D Needell - SIAM Journal on Scientific Computing, 2017 - SIAM
We combine two iterative algorithms for solving large-scale systems of linear inequalities:
the relaxation method of Agmon, Motzkin, et al. and the randomized Kaczmarz method. We …

Randomized Kaczmarz with averaging

JD Moorman, TK Tu, D Molitor, D Needell - BIT Numerical Mathematics, 2021 - Springer
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 …

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 …

Regularized Kaczmarz algorithms for tensor recovery

X Chen, J Qin - SIAM Journal on Imaging Sciences, 2021 - SIAM
Tensor recovery has recently arisen in a lot of application fields, such as transportation,
medical imaging, and remote sensing. Under the assumption that signals possess sparse …