The Kaczmarz method for solving linear systems of equations

As you probably know, there are two kinds of linear system solvers out there. “Exact” like the Gauss elimination  Iterative like Jacobi or Gauss – Seidel (yes, it’s the same Gauss. This guy is everywhere!) Today I want to talk about another method, the one invented by Kaczmarz (as well as a few other people, you can check Wikipedia to learn more about them). This method … Continue reading The Kaczmarz method for solving linear systems of equations