Randomized Low-Rank Approximation of Monotone Matrix Functions

DOI10.1137/22M1523923zbMath1515.65104arXiv2209.11023MaRDI QIDQ6166056

Daniel Kressner, David Persson

Publication date: 6 July 2023

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2209.11023

zbMATH Keywords

matrix functionslow-rank approximationrandomized numerical linear algebra

Mathematics Subject Classification ID

Numerical computation of matrix exponential and similar matrix functions (65F60) Numerical methods for low-rank matrix approximation; matrix compression (65F55)

Related Items (1)

Krylov-Aware Stochastic Trace Estimation

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