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Sparse Randomized Kaczmarz for Multiple Measurement Vectors.

version 1.0.0.0 (5.41 KB) by Hemant Kumar Aggarwal
Implementation of sparse randomized Kaczmarz algorithm to handle multiple measurements.

545 Downloads

Updated 13 Dec 2013

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This is our implementation of sparse randomized Kaczmarz algorithm [1] to handle multiple measurements.
This will solve the system of equations
Y=AX where Y,A, and X are all matrices.

our extension is not an optimization algorithm but simple heuristic that works well for both overdetermined and underdetermined system of equations.
If you set number of multiple measurements(L) to be one then it is just the following paper.

Reference:
[1]H. Mansour and O. Yilmaz, “A Fast Randomized Kaczmarz Algorithm
for Sparse Solutions of Consistent Linear Systems,” 2013, university of
British Columbia, Vancouver - BC, Canada, arXiv:1305.3803v1.

Cite As

Hemant Kumar Aggarwal (2021). Sparse Randomized Kaczmarz for Multiple Measurement Vectors. (https://www.mathworks.com/matlabcentral/fileexchange/44710-sparse-randomized-kaczmarz-for-multiple-measurement-vectors), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2010a
Compatible with any release
Platform Compatibility
Windows macOS Linux

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