On the Randomized Kaczmarz Algorithm

The Randomized Kaczmarz Algorithm is a randomized method which aims at solving a consistent system of over determined linear equations. This letter discusses how to find an optimized randomization scheme for this algorithm, which is related to the question raised by . Illustrative experiments are co...

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Veröffentlicht in:IEEE signal processing letters Jg. 21; H. 3; S. 330 - 333
Hauptverfasser: Liang Dai, Soltanalian, Mojtaba, Pelckmans, Kristiaan
Format: Journal Article
Sprache:Englisch
Veröffentlicht: New York IEEE 01.03.2014
The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Schlagworte:
Algorithms
Approximation methods
Convergence
Convex functions
Convex optimization
Linear equations
linear system solver
Linear systems
Probability distribution
Randomization
randomized kaczmarz algorithm
Signal processing
Signal processing algorithms
Vectors
ISSN:1070-9908, 1558-2361, 1558-2361
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Beschreibung
Zusammenfassung:The Randomized Kaczmarz Algorithm is a randomized method which aims at solving a consistent system of over determined linear equations. This letter discusses how to find an optimized randomization scheme for this algorithm, which is related to the question raised by . Illustrative experiments are conducted to support the findings.
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ISSN:1070-9908
1558-2361
1558-2361
DOI:10.1109/LSP.2013.2294376