Paved with good intentions: Analysis of a randomized block Kaczmarz method

• Published in: Linear algebra and its applications Vol. 441; pp. 199 - 221
• Main Authors: Needell, Deanna, Tropp, Joel A.
• Format: Journal Article
• Language: English
• Published: Elsevier Inc 15.01.2014
• Subjects: Algebraic reconstruction technique; Block Kaczmarz; Matrix paving; Projections onto convex sets; 68W20; 65F10; 65F20; 41A65; Block Kaczmarz; Projections onto convex sets; Matrix paving; Algebraic reconstruction technique

The block Kaczmarz method is an iterative scheme for solving overdetermined least-squares problems. At each step, the algorithm projects the current iterate onto the solution space of a subset of the constraints. This paper describes a block Kaczmarz algorithm that uses a randomized control scheme t...