The conjugate gradient algorithm on well-conditioned Wishart matrices is almost deterministic

DOI10.1090/qam/1574zbMath1458.65028arXiv1901.09007OpenAlexW3042033527MaRDI QIDQ5146604

Thomas Trogdon, Percy A. Deift

Publication date: 26 January 2021

Published in: Quarterly of Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1901.09007

zbMATH Keywords

convergence analysisconjugate gradient methodWishart matricesrandom positive definite linear system

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Iterative numerical methods for linear systems (65F10) Random matrices (algebraic aspects) (15B52)

Related Items

Universality for the Conjugate Gradient and MINRES Algorithms on Sample Covariance Matrices, Stability of the Lanczos algorithm on matrices with regular spectral distributions, Halting time is predictable for large models: a universality property and average-case analysis, The conjugate gradient algorithm on a general class of spiked covariance matrices

Uses Software

• numericaluniversality

Cites Work

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