An Asynchronous Parallel Randomized Kaczmarz Algorithm

MaRDI QIDQ6248257zbMATH OpenFDO

Authors Ji Liu, Stephen J. Wright, Srikrishna Sridhar

Publication date 19 January 2014

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 $A$.

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