Randomized Kaczmarz solver for noisy linear systems
نویسندگان
چکیده
منابع مشابه
Randomized Kaczmarz Solver for Noisy Linear Systems
The Kaczmarz method is an iterative algorithm for solving systems of linear equations Ax = b. Theoretical convergence rates for this algorithm were largely unknown until recently when work was done on a randomized version of the algorithm. It was proved that for overdetermined systems, the randomized Kaczmarz method converges with expected exponential rate, independent of the number of equation...
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ژورنال
عنوان ژورنال: BIT Numerical Mathematics
سال: 2010
ISSN: 0006-3835,1572-9125
DOI: 10.1007/s10543-010-0265-5