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An Asynchronous Parallel Randomized Kaczmarz Algorithm
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abstract
We describe an asynchronous parallel variant of the randomized Kaczmarz (RK) algorithm for solving the linear system $Ax=b$. The analysis shows linear convergence and indicates that nearly linear speedup can be expected if the number of processors is bounded by a multiple of the number of rows in $A$.
Forward citations
Cited by 2 Pith papers
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Adaptive Row Selection Meets Asynchrony in Randomized Kaczmarz
Residual-weighted asynchronous Kaczmarz is stable only below a concurrency-dependent sampling-aggressiveness boundary ℓ*(T); threshold-greedy diverges at high thread counts, while under-relaxation and inconsistent res...
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Randomized Kaczmarz methods for t-product tensor linear systems with factorized operators
New randomized Kaczmarz variants solve t-product tensor systems with factorized operators, with linear-in-expectation convergence guarantees for consistent outer systems and for inconsistent outer systems when the inn...
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