On adaptive stochastic extended iterative methods for solving least
squares
On adaptive stochastic extended iterative methods for solving least
squares
In this paper, we propose a novel adaptive stochastic extended iterative method, which can be viewed as an improved extension of the randomized extended Kaczmarz (REK) method, for finding the unique minimum Euclidean norm least-squares solution of a given linear system. In particular, we introduce three equivalent stochastic reformulations of …