Fast and forward stable randomized algorithms for linear least-squares problems
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Cites work
- A fast randomized algorithm for overdetermined linear least-squares regression
- Accuracy and Stability of Numerical Algorithms
- Are sketch-and-precondition least squares solvers numerically stable?
- Blendenpik: Supercharging LAPACK's Least-Squares Solver
- scientific article; zbMATH DE number 852536 (Why is no real title available?)
- scientific article; zbMATH DE number 6159604 (Why is no real title available?)
- Iterative Hessian sketch: fast and accurate solution approximation for constrained least-squares
- LSQR: An Algorithm for Sparse Linear Equations and Sparse Least Squares
- Nearly tight oblivious subspace embeddings by trace inequalities
- Perturbation theory for pseudo-inverses
- Randomized numerical linear algebra: Foundations and algorithms
- Simpler is better: a comparative study of randomized pivoting algorithms for CUR and interpolative decompositions
- Stability analysis of the method of seminormal equations for linear least squares problems
- Streaming low-rank matrix approximation with an application to scientific simulation
Cited in
(8)- Are sketch-and-precondition least squares solvers numerically stable?
- Fast randomized least-squares solvers can be just as accurate and stable as classical direct solvers
- Optimal backward error of a total least squares and its randomized algorithms
- Sparse linear least-squares problems
- A comparison of mixed precision iterative refinement approaches for least-squares problems
- Efficient estimate for the optimal backward error of the multidimensional total least squares
- Stable algorithms for general linear systems by preconditioning the normal equations
- On the alternating randomized row-action methods with the application to data fitting
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