  In this note we compare the randomized extended Kaczmarz (EK) algorithm and
randomized coordinate descent (CD) for solving the full-rank overdetermined
linear least-squares problem and prove that CD needs less operations for
satisfying the same residual-related termination criteria. For the general
least-squares problems, we show that running first CD to compute the residual
and then standard Kaczmarz on the resulting consistent system is more efficient
than EK.
