We establish an improved classical algorithm for solving linear systems in a model analogous to the QRAM that is used by quantum linear solvers. Precisely, for the linear system
A
x
=
b
, we show that there is a classical algorithm that outputs a data structure for
x
allowing sampling and querying to the entries, where
x
is such that ‖
x
−
A
+
b
‖ ≤ ϵ‖
A
+
b
‖. This output can be viewed as a classical analogue to the output of quantum linear solvers. The complexity of our algorithm is
\(\widetilde{O}(\kappa _F^6 \kappa ^2/\epsilon ^2) \)
, where
κ
F
= ‖
A
‖
F
‖
A
+
‖ and
κ
= ‖
A
‖‖
A
+
‖. This improves the previous best algorithm [Gilyén, Song and Tang, arXiv:2009.07268] of complexity
\(\widetilde{O}(\kappa _F^6 \kappa ^6/\epsilon ^4) \)
. Our algorithm is based on the randomized Kaczmarz method, which is a particular case of stochastic gradient descent. We also find that when
A
is row sparse, this method already returns an approximate solution
x
in time
\(\widetilde{O}(\kappa _F^2) \)
, while the best quantum algorithm known returns |
x
⟩ in time
\(\widetilde{O}(\kappa _F) \)
when
A
is stored in the QRAM data structure. As a result, assuming access to QRAM and if
A
is row sparse, the speedup based on current quantum algorithms is quadratic.