Randomized low-rank approximation for symmetric indefinite matrice
The Nystr¨om method is a popular choice for finding a low-rank approximation to a symmetric positive semi-definite matrix. The method can fail when applied to symmetric indefinite matrices, for which the error can be unboundedly large. In this work, we first identify the main challenges in finding a...
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| Médium: | Journal article |
| Jazyk: | English |
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Society for Industrial and Applied Mathematics
2023
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