Analysis of randomized Householder-Cholesky QR factorization with multisketching

DOI10.1007/S00211-025-01492-5MaRDI QIDQ6913931zbMATH OpenFDO

Authors Andrew J. Higgins, Daniel B. Szyld, E. G. Boman, Ichitaro Yamazaki

Publication date 17 October 2025

Published in Numerische Mathematik (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S00211-025-01492-5

zbMATH Keywords

Householder-Cholesky QR factorizationmultisketchingrandomized

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Direct numerical methods for linear systems and matrix inversion (65F05) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Orthogonalization in numerical linear algebra (65F25) Roundoff error (65G50)

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Cited in

(3)

• \(S^{\top}S\)-SVD via sketching and the nearest \(S^{\top}S\)-orthogonal matrix
• Randomized Householder QR
• RCLUPPr: a new randomized CholeskyQR with LU preconditioning

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