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On the Randomized Kaczmarz Algorithm
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DOI：10.1109/LSP.2013.2294376.png)
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Abstract
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The Randomized Kaczmarz Algorithm is a randomized method which aims at solving a consistent system of over determined linear equations. This letter discusses how to find an optimized randomization scheme for this algorithm, which is related to the question raised by [2]. Illustrative experiments are conducted to support the findings.
Keywords:
Convex optimization
linear system solver
randomized kaczmarz algorithm
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