Fine-grained analysis and faster algorithms for iteratively solving linear systems
From MaRDI portal
Cites work
- scientific article; zbMATH DE number 3790208 (Why is no real title available?)
- scientific article; zbMATH DE number 1304258 (Why is no real title available?)
- scientific article; zbMATH DE number 3027894 (Why is no real title available?)
- scientific article; zbMATH DE number 7788369 (Why is no real title available?)
- A fast randomized algorithm for overdetermined linear least-squares regression
- A randomized Kaczmarz algorithm with exponential convergence
- A randomized coordinate descent method with volume sampling
- An accelerated randomized Kaczmarz algorithm
- Asymptotics of the Sketched Pseudoinverse
- Chebyshev semi-iterative methods, successive overrelaxation iterative methods, and second order Richardson iterative methods. I, II
- Cubic regularization of Newton method and its global performance
- Determinantal point processes for machine learning
- Determinantal processes and independence
- Deterministic equivalents for certain functionals of large random matrices
- Dimensionality reduction for k-means clustering and low rank approximation
- Efficiency of coordinate descent methods on huge-scale optimization problems
- Efficient accelerated coordinate descent methods and faster algorithms for solving linear systems
- Fast approximation of matrix coherence and statistical leverage
- Fast linear algebra is stable
- Faster algorithms for rectangular matrix multiplication
- Finding frequent items in data streams
- Finding structure with randomness: probabilistic algorithms for constructing approximate matrix decompositions
- Gaussian elimination is not optimal
- Gaussian processes for machine learning.
- Harder, Better, Faster, Stronger Convergence Rates for Least-Squares Regression
- High-dimensional probability. An introduction with applications in data science
- How to multiply matrices faster
- Improved analysis of the subsampled randomized Hadamard transform
- Input sparsity time low-rank approximation via ridge leverage score sampling
- Katyusha: the first direct acceleration of stochastic gradient methods
- Krylov Subspace Methods for Solving Large Unsymmetric Linear Systems
- LSRN: A parallel iterative solver for strongly over- or underdetermined systems
- Methods of conjugate gradients for solving linear systems
- Multiplying matrices faster than coppersmith-winograd
- Nesterov's acceleration for approximate Newton
- New bounds for matrix multiplication: from alpha to omega
- Newton-type methods for non-convex optimization under inexact Hessian information
- Numerical Mathematics of the Subtraction Method for the Modeling of a Current Dipole in EEG Source Reconstruction Using Finite Element Head Models
- OSNAP: faster numerical linear algebra algorithms via sparser subspace embeddings
- On block Gaussian sketching for the Kaczmarz method
- On the distribution of the largest eigenvalue in principal components analysis
- On the empirical distribution of eigenvalues of a class of large dimensional random matrices
- On the fast convergence of minibatch heavy ball momentum
- On the rate of convergence of the preconditioned conjugate gradient method
- Optimality and sub-optimality of PCA. I: Spiked random matrix models
- Power-law distributions in empirical data
- Randomized Kaczmarz with geometrically smoothed momentum
- Randomized iterative methods for linear systems
- Randomized methods for linear constraints: convergence rates and conditioning
- Randomized numerical linear algebra: Foundations and algorithms
- Randomized projection methods for convex feasibility: conditioning and convergence rates
- Randomized quasi-Newton updates are linearly convergent matrix inversion algorithms
- RidgeSketch: a fast sketching based solver for large scale ridge regression
- Sampling algorithms for l₂ regression and applications
- Sharp Analysis of Sketch-and-Project Methods via a Connection to Randomized Singular Value Decomposition
- Sketched Newton-Raphson
- Sketching as a tool for numerical linear algebra
- Sketch‐and‐project methods for tensor linear systems
- Smallest singular value of a random rectangular matrix
- Sparse PCA: optimal rates and adaptive estimation
- Spectral convergence for a general class of random matrices
- Spectrum Approximation Beyond Fast Matrix Multiplication: Algorithms and Hardness
- Stability of the Lanczos method for matrix function approximation
- Stochastic reformulations of linear systems: algorithms and convergence theory
- Superfast Multifrontal Method for Large Structured Linear Systems of Equations
- The fast Johnson-Lindenstrauss transform and approximate nearest neighbors
- The largest eigenvalues of finite rank deformation of large Wigner matrices: Convergence and nonuniversality of the fluctuations
- The mathematics of computerized tomography
- Universality laws for randomized dimension reduction, with applications
Cited in
(3)
This page was built for publication: Fine-grained analysis and faster algorithms for iteratively solving linear systems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6887412)
