jdmoorman / kaczmarz-algorithms

Variants of the Kaczmarz algorithm for solving linear systems in Python.
MIT License
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Averaged methods #44

Open jdmoorman opened 3 years ago

jdmoorman commented 3 years ago

Description

RK with averaging is a thing we should do. Use the given sampling strategy to sample several rows at each iteration. Average the updated iterates corresponding to each row. Let's use a weighted average with fixed weights for each row to start with, uniform by default.