Towards Practical Large-Scale Randomized Iterative Least Squares Solvers through Uncertainty Quantification

DOI10.1137/22M1515057arXiv2208.04989MaRDI QIDQ6062237

Vivak Patel, Unnamed Author

Publication date: 30 November 2023

Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2208.04989

zbMATH Keywords

linear systemsiterative methodsleast-squaresstopping criterioncoordinate descentgradient estimation4D-Varrandom sketching

Mathematics Subject Classification ID

Large deviations (60F10) Iterative numerical methods for linear systems (65F10) Sequential estimation (62L12) Orthogonalization in numerical linear algebra (65F25)

Related Items (1)

Solving, tracking and stopping streaming linear inverse problems

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