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 adaptive stochastic heavy ball momentum for solving linear systems

Y Zeng, D Han, Y Su, J Xie - SIAM Journal on Matrix Analysis and Applications, 2024 - SIAM
The stochastic heavy ball momentum (SHBM) method has gained considerable popularity
as a scalable approach for solving large-scale optimization problems. However, one …

Sharp analysis of sketch-and-project methods via a connection to randomized singular value decomposition

M Dereziński, E Rebrova - SIAM Journal on Mathematics of Data Science, 2024 - SIAM
Sketch-and-project is a framework which unifies many known iterative methods for solving
linear systems and their variants, as well as further extensions to nonlinear optimization …

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 …

[HTML][HTML] Faster randomized block sparse Kaczmarz by averaging

L Tondji, DA Lorenz - Numerical Algorithms, 2023 - Springer
The standard randomized sparse Kaczmarz (RSK) method is an algorithm to compute
sparse solutions of linear systems of equations and uses sequential updates, and thus, does …

On convergence rates of Kaczmarz-type methods with different selection rules of working rows

ZZ Bai, L Wang - Applied Numerical Mathematics, 2023 - Elsevier
The Kaczmarz method is a classical while effective iteration method for solving very large-
scale consistent systems of linear equations, and the randomized Kaczmarz method is an …

Randomized Douglas–Rachford Methods for Linear Systems: Improved Accuracy and Efficiency

D Han, Y Su, J Xie - SIAM Journal on Optimization, 2024 - SIAM
The Douglas–Rachford (DR) method is a widely used method for finding a point in the
intersection of two closed convex sets (feasibility problem). However, the method converges …

Adaptive Bregman-Kaczmarz: An approach to solve linear inverse problems with independent noise exactly

L Tondji, I Tondji, DA Lorenz - Inverse Problems, 2023 - iopscience.iop.org
We consider the block Bregman-Kaczmarz method for finite dimensional linear inverse
problems. The block Bregman-Kaczmarz method uses blocks of the linear system and …

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 …

On relaxed greedy randomized coordinate descent methods for solving large linear least-squares problems

J Zhang, J Guo - Applied Numerical Mathematics, 2020 - Elsevier
The greedy randomized coordinate descent (GRCD) method is an effective iterative method
for solving large linear least-squares problems. In this work, we construct a class of relaxed …