A semi-randomized block Kaczmarz method with simple random sampling for large-scale linear systems with multiple right-hand sides

Randomized block Kaczmraz method plays an important role in solving large-scale linear system. One of the keys of this method is how to effectively select working rows. However, to select the working rows, in most of the state-of-the-art randomized block Kaczmarz-type methods, one has to scan all the rows of the coefficient matrix in advance to compute probabilities, or to compute the residual vector of the linear system in each iteration. Thus, we have to access all the rows of the data matrix in these methods, which are unfavorable for big-data problems. Moreover, to the best of our knowledge, how to efficiently choose working rows in randomized block Kaczmarz-type methods for multiple linear systems is still an open problem. In order to deal with these problems, we propose semi-randomized block Kaczmarz methods with simple random sampling for linear systems with single and multiple right-hand sizes, respectively. In these methods, there is no need to scan or pave all the rows of the coefficient matrix, nor to compute probabilities and the residual vector of the linear system in each outer iteration. Specifically, we propose a scheme for choosing working rows effectively in randomized block Kaczmarz-type methods. The convergence of the proposed methods are given. Numerical experiments on both real-world and synthetic data sets show that the proposed methods are superior to many state-of-the-art randomized Kaczmarz-type methods for large-scale linear systems.