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jdmoorman / kaczmarz-algorithms

Variants of the Kaczmarz algorithm for solving linear systems in Python.
MIT License
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Lookahead selection strategies #29

Closed jdmoorman closed 3 years ago

jdmoorman commented 4 years ago

Similar to max-distance, a strategy that is globally optimal several steps into the future would be cool. If the computational burden is too high, we can do a sampling style method ala SKM.

A recursive implementation may be the way to go. To facilitate this, perhaps kaczmarz.Base should accept a normalize parameter which promises the matrix will already have rows with norm 1.

jdmoorman commented 4 years ago

Looking more than 2 steps ahead appears to be infeasible (too expensive).