Pith. sign in

REVIEW

Randomized Kaczmarz with Averaging

Not yet reviewed by Pith; the record is open.

This paper has not been read by Pith yet. Machine review is queued; the pith claim, tier, and objections will appear here once it completes.

SPECIMEN: schema-true, not a live event

T0 review · schema-true

One-sentence machine reading of the paper's core claim.

pith:XXXXXXXX · record.json · timestamp

arxiv 2002.04126 v1 pith:PW3EHYK4 submitted 2020-02-10 math.NA cs.NA

Randomized Kaczmarz with Averaging

classification math.NA cs.NA
keywords convergencemethodaveragingkaczmarzparallelrandomizedsystemsupdates
verification ladder T0 review T1 audit T2 compute T3 formal T4 reserved
0 comments
read the original abstract

The randomized Kaczmarz (RK) method is an iterative method for approximating the least-squares solution of large linear systems of equations. The standard RK method uses sequential updates, making parallel computation difficult. Here, we study a parallel version of RK where a weighted average of independent updates is used. We analyze the convergence of RK with averaging and demonstrate its performance empirically. We show that as the number of threads increases, the rate of convergence improves and the convergence horizon for inconsistent systems decreases.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.