Randomized algorithms in numerical linear algebra for scientific computing

DOI10.48550/ARXIV.2610.38157MaRDI QIDQ7409137arXivFDO

Authors Daniel Kressner, Yuji Nakatsukasa, Ethan N. W. Epperly

Publication date 28 October 2026

Published in arXiv

Tldr Survey of effective randomized numerical linear algebra (RNLA) ideas in practice with simple theoretical bounds, highlighting improved scalability, simplicity, reliability, and stability.

Full work available at URL https://doi.org/10.48550/ARXIV.2610.38157

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Numerical methods for low-rank matrix approximation; matrix compression (65F55) Randomized algorithms (68W20)

arXiv classification

math.NA

This page was built for publication: Randomized algorithms in numerical linear algebra for scientific computing

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7409137)