Skip to content

Evaluating several new approaches to improve convergence of Randomized Kaczmarz (RK) for consistent ill-conditioned systems. This project explores the availability of convergence information among pairwise row differences and analyzes sampling techniques that involve clustering and spectral analysis.

Notifications You must be signed in to change notification settings

janguyen115/Approaches-to-Randomized-Kaczmarz-for-Ill-Conditioned-Systems-

Repository files navigation

Adaptive-KaczRank

Following the wake of Randomized Kaczmarz (RK), a row-sampling iterative projection method to solve large-scale systems $Ax=b$, several adaptations to the method have been produced to inspire faster convergence. Focusing on the case of ill-conditioned linear systems-- systems on which RK algorithms typically struggle--, we highlight inter-row relationships that can be leveraged to inspire directionally aware projections. In particular, we find that improved convergence rates can sometimes be made by (i) projecting onto pairwise row differences, (ii) sampling from partitioned clusters of nearly orthogonal rows, or (iii) more frequently sampling spectrally-diverse rows.

About

Evaluating several new approaches to improve convergence of Randomized Kaczmarz (RK) for consistent ill-conditioned systems. This project explores the availability of convergence information among pairwise row differences and analyzes sampling techniques that involve clustering and spectral analysis.

Topics

Resources

Stars

Watchers

Forks

Releases

No releases published

Packages

No packages published

Contributors 3

  •  
  •  
  •  

Languages