We describe an asynchronous parallel variant of the randomized Kaczmarz (RK) algorithm for solving the linear system Ax = b. The analysis shows linear convergence and indicates that nearly linear speedup can be expected if the number of processors is bounded by a multiple of the number of rows in A.
SBMD also appeared in REF for solving linear systems.
An Asynchronous Parallel Randomized Kaczmarz Algorithm
ArXiv
ArXiv
Mathematics Computer Science