A count sketch maximal weighted residual Kaczmarz method for solving highly overdetermined linear systems

摘要

In this paper, combining count sketch and maximal weighted residual Kaczmarz method, we propose a fast randomized algorithm for highly 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 maximal weighted residual Kaczmarz algorithm.