A Count Sketch Kaczmarz Method For Solving Large Overdetermined Linear Systems

04/06/2020

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by   Yanjun Zhang, et al.

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In this paper, combining count sketch and maximal weighted residual Kaczmarz method, we propose a fast randomized algorithm for large overdetermined linear systems. Convergence analysis of the new algorithm is provided. Numerical experiments show that, for the same accuracy, our method behaves better in computing time compared with the state-of-the-art algorithm.