The Randomized Kaczmarz Method with Application on Making Macroeconomic Predictions
This paper will demonstrate the principles and important facts of the randomized Kaczmarz algorithm as well as its extended version proposed by Zouzias and Ferris. Through the analysis made by Strohmer and Vershynin as well as Needell, it can be shown that the randomized Kaczmarz method is theoretic...
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| Format: | Others |
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Scholarship @ Claremont
2016
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| Online Access: | http://scholarship.claremont.edu/cmc_theses/1437 http://scholarship.claremont.edu/cgi/viewcontent.cgi?article=2358&context=cmc_theses |