Event Type:

Analysis Seminar

Date/Time:

Monday, March 6, 2017 - 12:00 to 13:00

Location:

BEXL 417

Local Speaker:

Abstract:

The Kaczmarz method (1937) is an iterative method for solving systems of linear equations, based on successive orthogonal projections. It makes sense in Hilbert space and its convergence there is due to Von Neumann and Halperin. Recently there has been a lot of work on randomized Kaczmarz methods. I will survey some of the foundational results and more recent work on rates of convergence.