Title :
On the Randomized Kaczmarz Algorithm
Author :
Liang Dai ; Soltanalian, Mojtaba ; Pelckmans, Kristiaan
Author_Institution :
Dept. of Inf. Technol., Uppsala Univ., Uppsala, Sweden
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.
Keywords :
convex programming; iterative methods; computer tomography; convex optimization; linear equations; randomized Kaczmarz algorithm; Approximation methods; Convergence; Convex functions; Linear systems; Probability distribution; Signal processing algorithms; Vectors; Convex optimization; linear system solver; randomized kaczmarz algorithm;
Journal_Title :
Signal Processing Letters, IEEE
DOI :
10.1109/LSP.2013.2294376
