Fast and accurate randomized algorithms for linear systems and eigenvalue problems

Fast and accurate randomized algorithms for linear systems and eigenvalue problems

This paper develops a class of algorithms for general linear systems and eigenvalue problems. These algorithms apply fast randomized dimension reduction (``sketching"") to accelerate standard subspace projection methods, such as GMRES and Rayleigh--Ritz. This modification makes it possible...

Полное описание

Библиографические подробности
Главные авторы:	Nakatsukasa, Y, Tropp, JA
Формат:	Journal article
Язык:	English
Опубликовано:	Society for Industrial and Applied Mathematics 2024

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