Over-Relaxation in Alter

Over-Relaxation in Altern
Over-Relaxation in Alternating Projections

We improve upon the current bound on convergence rates of the Gauss-Seidel, Kaczmarz, and more generally projection methods where projections are visited in randomized order. The tighter bound reveals a practical approach to speed up convergence by over-relaxation — a longstanding challenge that ha…