Faster randomized block Kaczmarz algorithms

Understand

The Kaczmarz algorithm is a simple iterative scheme for solving consistent linear systems.

• At each step, the method projects the current iterate onto the solution space of a single constraint.
• Hence, it requires very low cost per iteration and storage, and it has a linear rate of convergence.
• Distributed implementations of Kaczmarz have become, in recent years, the de facto architectural choice for large-scale linear systems.