Corpus ID: 16749752

An Asynchronous Parallel Randomized Kaczmarz Algorithm

@article{Liu2014AnAP,
  title={An Asynchronous Parallel Randomized Kaczmarz Algorithm},
  author={J. Liu and Stephen J. Wright and S. Sridhar},
  journal={ArXiv},
  year={2014},
  volume={abs/1401.4780}
}
We describe an asynchronous parallel variant of the randomized Kaczmarz (RK) algorithm for solving the linear system Ax = b. The analysis shows linear convergence and indicates that nearly linear speedup can be expected if the number of processors is bounded by a multiple of the number of rows in A. 
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