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...
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| Médium: | Journal article |
| Jazyk: | English |
| Vydáno: |
Society for Industrial and Applied Mathematics
2024
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