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A fast solver for ill-conditioned linear systems using randomized stable solutions of its blocks
arXiv Math
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이 매체는 공공·자유 라이선스로 본문을 직접 표시합니다.Mathematics > Numerical Analysis
[Submitted on 2 Oct 2025 (v1), last revised 16 Jun 2026 (this version, v2)]
Title:A fast solver for ill-conditioned linear systems using randomized stable solutions of its blocks
View PDF HTML (experimental)Abstract: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 residual vector and effective mutual orthogonality between all blocks. The improved method provides significant gains in solving highly ill-conditioned linear systems that are either sparse, or dense least-squares problems that are significantly over/under determined. Considering the poor guarantees in effectively preconditioning iterative solutions for such ill-conditioned problems, it may also serve as a pre-solver for accelerating other iterative numerical methods, and as an inner iteration in certain types of GMRES solvers for linear systems.
Submission history
From: Murugesan Venkatapathi [view email][v1] Thu, 2 Oct 2025 16:08:27 UTC (124 KB)
[v2] Tue, 16 Jun 2026 10:56:41 UTC (321 KB)
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