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On the Randomized Kaczmarz Algorithm
Published 12 Feb 2014 in cs.SY and math.OC | (1402.2863v1)
Abstract: The Randomized Kaczmarz Algorithm is a randomized method which aims at solving a consistent system of over determined linear equations. This note discusses how to find an optimized randomization scheme for this algorithm, which is related to the question raised by \cite{c2}. Illustrative experiments are conducted to support the findings.
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