Randomized Low-Rank Approximation of Monotone Matrix Functions (Q6166056)

scientific article; zbMATH DE number 7707728

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English	Randomized Low-Rank Approximation of Monotone Matrix Functions	scientific article; zbMATH DE number 7707728

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instance of

scholarly article

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title

Randomized Low-Rank Approximation of Monotone Matrix Functions (English)

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SIAM Journal on Matrix Analysis and Applications

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publication date

6 July 2023

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full work available at URL

https://arxiv.org/abs/2209.11023

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zbMATH Keywords

low-rank approximation

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randomized numerical linear algebra

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matrix functions

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MaRDI profile type

MaRDI publication profile

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cites work

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Extension of Rotfel'd Theorem

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Improved Variants of the Hutch++ Algorithm for Trace Estimation

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Linear model reduction and solution of the algebraic Riccati equation by use of the sign function†

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Assessing Stochastic Algorithms for Large Scale Nonlinear Least Squares Problems Using Extremal Probabilities of Linear Combinations of Gamma Random Variables

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Numerical Methods for Large Eigenvalue Problems

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Mathematics(1 entry)

mardi Publication:6166056