[JustFinishedBSG]

For solving linear systems there are recent mind-blowing methods by R. M. Gower and P. Richtarik:

https://arxiv.org/abs/1506.03296

http://www.maths.ed.ac.uk/~richtarik/papers/SDA.pdf

Plus R. M. Gower is fantastically nice and enthusiastic so there's that

And thanks for the link !

[stabbles]

Only scrolled through it, but AFAIK if its results are comparable to Kaczmarz, then note that it is extremely slow.

If your goal is to solve say a LS problem, why not go for CGLS? http://web.stanford.edu/group/SOL/software/cgls/

[zzleeper]

Has anyone implemented them in production? I read their paper a while ago, but thought that the dual methods they showed might have practical limitations (like insane cache misses, compared to more standard methods)