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