An Asynchronous Parallel Randomized Kaczmarz Algorithm
Ji Liu, Stephen J. Wright, Srikrishna Sridhar · arXiv (Cornell University) · 2014
We describe an asynchronous parallel variant of the randomized Kaczmarz (RK) algorithm for solving the linear system $Ax=b$. The analysis shows linear convergence and indicates that nearly linear speedup can be expected if the number of processors is bounded by a multiple of the number of rows in $A$.