A Kaczmarz Method with Simple Random Sampling for Solving Large Linear Systems

Understand

The Kaczmarz method is a popular iterative scheme for solving large-scale linear systems.

• The randomized Kaczmarz method (RK) greatly improves the convergence rate of the Kaczmarz method, by using the rows of the coefficient matrix in random order rather than in their given order.
• An obvious disadvantage of the randomized Kaczmarz method is its probability criterion for selecting the active or working rows in the coefficient matrix.
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