Randomized Quasi-Newton Updates Are Linearly Convergent Matrix Inversion Algorithms (Q4598334)
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scientific article; zbMATH DE number 6820499
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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