An Asynchronous Parallel Randomized Kaczmarz Algorithm

نویسندگان

  • Ji Liu
  • Stephen J. Wright
  • Srikrishna Sridhar
چکیده

We describe an asynchronous parallel variant of the randomized Kaczmarz (RK) algorithm for solving the linear system Ax = b. The analysis shows linear convergence and indicates that nearly linear speedup can be expected if the number of processors is bounded by a multiple of the number of rows in A.

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عنوان ژورنال:
  • CoRR

دوره abs/1401.4780  شماره 

صفحات  -

تاریخ انتشار 2014