Abstract. This paper presents a new stochastic preconditioning approach for large sparse matrices. For the class of matrices that are row-wise and column-wise irreducibly diagonall...
The basis pursuit problem seeks a minimum one-norm solution of an underdetermined least-squares problem. Basis pursuit denoise (BPDN) fits the least-squares problem only approximat...
The LMS algorithm is one of the most popular learning algorithms for identifying an unknown system. Many variants of the algorithm have been developed based on different problem f...
Saddle-point problems give rise to indefinite linear systems that are challenging to solve via iterative methods. This paper surveys two recent techniques for solving such problem...
Let A and B be nonempty, convex and closed subsets of a Hilbert space H. In the practical considerations we need to find an element of the intersection A B or, more general, to s...