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...
| Hauptverfasser: | , |
|---|---|
| Format: | Journal article |
| Sprache: | English |
| Veröffentlicht: |
Society for Industrial and Applied Mathematics
2024
|