Embrace rejection: kernel matrix approximation by accelerated randomly pivoted Cholesky

DOI10.1137/24M1699048MaRDI QIDQ6881036zbMATH OpenFDO

Authors Ethan N. Epperly, Joel A. Tropp, Robert J. Webber

Publication date 18 December 2025

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

zbMATH Keywords

kernel matrixlow-rank approximationrandomCholesky decompositionpositive-semidefinite matrixNyström approximation

Mathematics Subject Classification ID

Numerical methods for low-rank matrix approximation; matrix compression (65F55)

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