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 letter discusses how to find an optimized randomization scheme for this algorithm, which is related to the question raised by . Illustrative experiments are conducted to support the findings. 
DOI: 10.1109/LSP.2013.2294376

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