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Stochastic reformulations of linear systems: algorithms and convergence theory. (English) Zbl 1440.65045
MSC:
65F10 Iterative numerical methods for linear systems
15A06 Linear equations (linear algebraic aspects)
15B52 Random matrices (algebraic aspects)
68W20 Randomized algorithms
65N75 Probabilistic methods, particle methods, etc. for boundary value problems involving PDEs
65Y20 Complexity and performance of numerical algorithms
68Q25 Analysis of algorithms and problem complexity
68W40 Analysis of algorithms
90C20 Quadratic programming
Software:
Blendenpik; HOGWILD; LSRN
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References:
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