arXiv · 1402.2863
On the Randomized Kaczmarz Algorithm
Abstract
The Randomized Kaczmarz Algorithm is a randomized method which aims at solving a consistent system of over determined linear equations. This note discusses how to find an optimized randomization scheme for this algorithm, which is related to the question raised by \cite{c2}. Illustrative experiments are conducted to support the findings.
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Liang Dai, Mojtaba Soltanalian, Kristiaan Pelckmans. 2014-02-12. On the Randomized Kaczmarz Algorithm. https://doi.org/10.1109/lsp.2013.2294376
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