Adaptively sketched Bregman projection methods for linear systems
Adaptively sketched Bregman projection methods for linear systems
Abstract The sketch-and-project, as a general archetypal algorithm for solving linear systems, unifies a variety of randomized iterative methods such as the randomized Kaczmarz and randomized coordinate descent. However, since it aims to find a least-norm solution from a linear system, the randomized sparse Kaczmarz can not be included. This …