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

DOI10.1090/qam/1574zbMath1458.65028arXiv1901.09007MaRDI 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 analysis; conjugate gradient method; Wishart matrices; random positive definite linear system

Mathematics Subject Classification ID

60B20: Random matrices (probabilistic aspects)

65F10: Iterative numerical methods for linear systems

15B52: Random matrices (algebraic aspects)

Uses Software

• numericaluniversality