Randomized Low-Rank Approximation of Monotone Matrix Functions (Q6166056): Difference between revisions

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scientific article; zbMATH DE number 7707728

Language	Label	Description	Also known as
English	Randomized Low-Rank Approximation of Monotone Matrix Functions	scientific article; zbMATH DE number 7707728

Statements

scholarly article

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Randomized Low-Rank Approximation of Monotone Matrix Functions (English)

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Daniel Kressner

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SIAM Journal on Matrix Analysis and Applications

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publication date

6 July 2023

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full work available at URL

https://arxiv.org/abs/2209.11023

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zbMATH Keywords

low-rank approximation

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randomized numerical linear algebra

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matrix functions

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MaRDI profile type

MaRDI publication profile

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A-Optimal Design of Experiments for Infinite-Dimensional Bayesian Linear Inverse Problems with Regularized $\ell_0$-Sparsification

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Comparison of norms \(|||f(A)-f(B)|||\) and \(|||f(|A-B|)|||\)

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Faster Kernel Ridge Regression Using Sketching and Preconditioning

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Sharper Bounds for Regularized Data Fitting

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An estimator for the diagonal of a matrix

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On randomized trace estimates for indefinite matrices with an application to determinants

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Monte Carlo estimators for the Schatten \(p\)-norm of symmetric positive semidefinite matrices

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Network Properties Revealed through Matrix Functions

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Block Krylov Subspace Methods for Functions of Matrices II: Modified Block FOM

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Rational Krylov approximation of matrix functions: Numerical methods and optimal pole selection

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Finding structure with randomness: Probabilistic algorithms for constructing approximate matrix decompositions

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Monte Carlo Methods for Estimating the Diagonal of a Real Symmetric Matrix

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Randomization and Reweighted $\ell_1$-Minimization for A-Optimal Design of Linear Inverse Problems

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Functions of Matrices

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The Scaling and Squaring Method for the Matrix Exponential Revisited

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Extension of Rotfel'd Theorem

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Randomized block Krylov subspace methods for trace and log-determinant estimators

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Randomized methods for matrix computations

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Improved Variants of the Hutch++ Algorithm for Trace Estimation

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Linear model reduction and solution of the algebraic Riccati equation by use of the sign function†

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Improved bounds on sample size for implicit matrix trace estimators

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Assessing Stochastic Algorithms for Large Scale Nonlinear Least Squares Problems Using Extremal Probabilities of Linear Combinations of Gamma Random Variables

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Numerical Methods for Large Eigenvalue Problems

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Randomized Subspace Iteration: Analysis of Canonical Angles and Unitarily Invariant Norms

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Randomized matrix-free trace and log-determinant estimators

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A numerical study of large sparse matrix exponentials arising in Markov chains.

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Inverse problems: A Bayesian perspective

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Practical Sketching Algorithms for Low-Rank Matrix Approximation

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Fast Estimation of $tr(f(A))$ via Stochastic Lanczos Quadrature

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Identifiers

zbMATH Open document ID

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Mathematics Subject Classification ID

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zbMATH DE Number

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10.1137/22M1523923

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Sitelinks

Mathematics(1 entry)

mardi Publication:6166056

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