The UCF Mathematics and Applications Seminar, which takes place every Friday from 10:30am to 11:30am in MSB 318, provides a venue for researchers to present their current work, foster new collaborations, and showcase both foundational mathematics and its applications to graduate and undergraduate students.
Dr. Xin Li will be speaking at this seminar about Exact MSE Analysis of Randomized Kaczmarz Algorithm for Systems of Arbitrary Rank.
Abstract: Recently, exact formulae for Mean Squared Error (MSE) of Randomized Kaczmarz algorithm were given first for full column rank linear systems, and then for full row rank systems, in two different forms. In an effort to unify these results, I will show how to establish a result for systems of arbitrary rank and demonstrate how the formulae for the full rank cases can be treated as special cases. If time permits, I will also discuss on how to extend the results to randomized Gauss-Seidel case.
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