Convergence Properties of the Randomized Extended Gauss--Seidel and Kaczmarz Methods
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Publication:3456873
DOI10.1137/15M1014425zbMath1327.65112arXiv1503.08235MaRDI QIDQ3456873
Anna Ma, Aaditya Ramdas, Deanna Needell
Publication date: 9 December 2015
Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1503.08235
iterative methodoverdetermined systemrandom samplingrandomized algorithmsunderdetermined systemlinear least squares
Numerical mathematical programming methods (65K05) Convex programming (90C25) Linear equations (linear algebraic aspects) (15A06)
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