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- W3094863989 abstract "The randomized Kaczmarz algorithm has received considerable attention recently because of its simplicity, speed, and the ability to approximately solve large-scale linear systems of equations. In this paper we propose randomized double and triple Kaczmarz algorithms to solve extended normal equations of the form $bf A^top Ax=A^top b-c$. The proposed algorithms avoid forming $bf A^top A$ explicitly and work for {it arbitrary} $mbf Ainmbbr^{mtimes n}$ (full rank or rank deficient, $mgeq n$ or $m<n$). {it Tight} upper bounds showing exponential convergence in the mean square sense of the proposed algorithms are presented and numerical experiments are given to illustrate the theoretical results." @default.
- W3094863989 created "2020-11-09" @default.
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- W3094863989 date "2020-10-27" @default.
- W3094863989 modified "2023-09-24" @default.
- W3094863989 title "Randomized double and triple Kaczmarz for solving extended normal equations" @default.
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- W3094863989 doi "https://doi.org/10.48550/arxiv.2010.14253" @default.
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