Randomized Quasi-Newton Updates Are Linearly Convergent Matrix Inversion Algorithms (Q4598334)

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scientific article; zbMATH DE number 6820499
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Randomized Quasi-Newton Updates Are Linearly Convergent Matrix Inversion Algorithms
scientific article; zbMATH DE number 6820499

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    Randomized Quasi-Newton Updates Are Linearly Convergent Matrix Inversion Algorithms (English)
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    20 December 2017
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    matrix inversion
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    stochastic methods
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    iterative methods
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    quasi-Newton
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    stochastic convergence
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    Broyden-Fletcher-Goldfarb-Shanno
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    preconditioning
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    Newton-Schulz method
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    minimal residual method
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    direct inversion method
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    Cholesky decomposition
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