Randomized Kaczmarz iteration methods: Algorithmic extensions and convergence theory

We review and compare several representative and effective randomized projection iteration methods, including the randomized Kaczmarz method, the randomized coordinate descent method, and their modifications and extensions, for solving the large, sparse, consistent or inconsistent systems of linear...

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Bibliographic Details
Published in:	Japan journal of industrial and applied mathematics Vol. 40; no. 3; pp. 1421 - 1443
Main Authors:	Bai, Zhong-Zhi, Wu, Wen-Ting
Format:	Journal Article
Language:	English
Published:	Tokyo Springer Japan 01.09.2023 Springer Nature B.V
Subjects:	Applications of Mathematics Asymptotic methods Computational Mathematics and Numerical Analysis Convergence Eigenvalues Iterative methods Linear equations Mathematics Mathematics and Statistics Methods Survey Theorems System of linear equations Randomized projection iteration 65K05 65F10 90C25 Coordinate descent method Convergence property Kaczmarz method 65F20 15A06 CR: G1.3
ISSN:	0916-7005, 1868-937X
Online Access:	Get full text
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