Randomized Kaczmarz algorithms: Exact MSE analysis and optimal sampling probabilities

Abstract

The Kaczmarz method, or the algebraic reconstruction technique (ART), is a popular method for solving large-scale overdetermined systems of equations. Recently, Strohmer et al. proposed the randomized Kaczmarz algorithm, an improvement that guarantees exponential convergence to the solution. This has spurred much interest in the algorithm and its extensions… (More)
DOI: 10.1109/GlobalSIP.2014.7032145

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