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Main Authors: Kar, Suvendu, Venkatapathi, Murugesan
Format: Preprint
Published: 2025
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Online Access:https://arxiv.org/abs/2510.02156
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author Kar, Suvendu
Venkatapathi, Murugesan
author_facet Kar, Suvendu
Venkatapathi, Murugesan
contents We present an enhanced version of the row-based randomized block-Kaczmarz method to solve a linear system of equations. This improvement makes use of a regularization during block updates in the solution, and a dynamic proposal distribution based on the current residue and effective orthogonality between blocks. This improved method provides significant gains in solving high-condition number linear systems that are either sparse, or dense least-squares problems that are significantly over/under determined. Considering the poor generalizability of preconditioners for such problems, it can also serve as a pre-solver for other iterative numerical methods when required, and as an inner iteration in certain types of GMRES solvers for linear systems.
format Preprint
id arxiv_https___arxiv_org_abs_2510_02156
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle A Fast solver for high condition linear systems using randomized stable solutions of its blocks
Kar, Suvendu
Venkatapathi, Murugesan
Numerical Analysis
We present an enhanced version of the row-based randomized block-Kaczmarz method to solve a linear system of equations. This improvement makes use of a regularization during block updates in the solution, and a dynamic proposal distribution based on the current residue and effective orthogonality between blocks. This improved method provides significant gains in solving high-condition number linear systems that are either sparse, or dense least-squares problems that are significantly over/under determined. Considering the poor generalizability of preconditioners for such problems, it can also serve as a pre-solver for other iterative numerical methods when required, and as an inner iteration in certain types of GMRES solvers for linear systems.
title A Fast solver for high condition linear systems using randomized stable solutions of its blocks
topic Numerical Analysis
url https://arxiv.org/abs/2510.02156