On block Gaussian sketching for the Kaczmarz method

Understand

The Kaczmarz algorithm is one of the most popular methods for solving large-scale over-determined linear systems due to its simplicity and computational efficiency.

• This method can be viewed as a special instance of a more general class of sketch and project methods.
• Recently, a block Gaussian version was proposed that uses a block Gaussian sketch, enjoying the regularization properties of Gaussian sketching, combined with the acceleration of the block variants.
• Theoretical analysis was only provided for the non-block version of the Gaussian sketch method.