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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
Full Text:
##### References:
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