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Randomized Kaczmarz is a simple iterative method for finding solutions of linear systems $Ax = b$.
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D. Needell and J. Tropp, Paved with good intentions: Analysis of a randomized block Kaczmarz method, Linear Algebra and its Applications 441, 2014, p. 199–221
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D. Needell, R. Ward and N. Srebro, Stochastic gradient descent, weighted sampling, and the randomized Kaczmarz algorithm, Advances in Neural Information Processing Systems, p. 1017–1025
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B. Jin, Bangti, and X. Lu. On the regularizing property of stochastic gradient descent. Inverse Problems 35.1 (2018): 015004
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Y. Tan and R. Vershynin, Phase retrieval via randomized Kaczmarz: theoretical guarantees, Information and Inference: A Journal of the IMA 8 (2019), p. 97–123
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