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For solving linear systems there are recent mind-blowing methods by R. M. Gower and P. Richtarik: https://arxiv.org/abs/1506.03296 https://arxiv.org/abs/1506.0
by JustFinishedBSG 10y ago
For solving linear systems there are recent mind-blowing methods by R. M. Gower and P. Richtarik:
https://arxiv.org/abs/1506.03296 https://arxiv.org/abs/1506.03296
http://www.maths.ed.ac.uk/~richtarik/papers/SDA.pdf http://www.maths.ed.ac.uk/~richtarik/papers/SDA.pdf
Plus R. M. Gower is fantastically nice and enthusiastic so there's that
And thanks for the link !
- zzleeper 10y agoHas anyone implemented them in production? I read their paper a while ago, but thought that the dual methods they showed might have practical limitations (like insane cache misses, compared to more standard methods)
- stabbles 10y agoOnly scrolled through it, but AFAIK if its results are comparable to Kaczmarz, then note that it is extremely slow. If your goal is to solve say a LS problem, why not go for CGLS? http://web.stanford.edu/group/SOL/software/cgls/ http://web.stanford.edu/group/SOL/software/cgls/