A semester project on Randomized Kaczmarz Algorithm
This project provides experiments about the performance of Randomized Kaczmarz’s method:
- Classical Kaczmarz Method
- Simple Randomized Kaczmarz Method
- Randomized Kaczmarz Method introduced by Strohmer T, Vershynin R. A randomized Kaczmarz algorithm with exponential convergence[J]. Journal of Fourier Analysis and Applications, 2009, 15(2): 262-278.