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kdeweese/DualRandomizedKaczmarz
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make sure this directory is in your PYTHONPATH run python setup.py to install This is a simple Python/Cython implementation of the core algorithmic ideas in "A Simple, Combinatorial Algorithm for Solving SDD Systems in Nearly-Linear Time" http://arxiv.org/pdf/1301.6628v1.pdf This code does not optimize for run time, but instead is meant to count units of work involved in the update of cycle flows. This code was used in our paper http://arxiv.org/pdf/1505.00875v3.pdf. We consider 4 different cost metrics for measuring the update of a single cycle. 1. cycle length 2. log n 3. log(cycle length) 4. 1 This code also does not currently use a theoretically low-stretch spanning tree.
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