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An accelerated randomized Kaczmarz algorithm
The randomized Kaczmarz ($\rm {RK}$) algorithm is a simple but powerful approach for solving consistent linear systems $Ax=b$. This paper proposes an accelerated randomized Kaczmarz ($\rm {ARK}$) algorithm with better convergence than the standard $\rm {RK}$ algorithm on ill-conditioned problems. The per-iteration cost of $\rm {RK}$ and $\rm {ARK}$ are …