Randomized low-rank approximation for symmetric indefinite matrice

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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Sonraí bibleagrafaíochta
Príomhchruthaitheoirí:	Taejun, P, Nakatsukasa, YN
Formáid:	Journal article
Teanga:	English
Foilsithe / Cruthaithe:	Society for Industrial and Applied Mathematics 2023

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