Randomized circulant and Gaussian pre-processing

DOI10.1007/978-3-319-24021-3_27MaRDI QIDQ3454557zbMATH OpenOpenAlexFDO

Authors

Publication date 25 November 2015

Published in Computer Algebra in Scientific Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-24021-3_27

zbMATH Keywords

Gaussian random matriceslinear systemspivotingpre-conditioningpre-processingrandom circulant matrices

Mathematics Subject Classification ID

Toeplitz, Cauchy, and related matrices (15B05) Direct numerical methods for linear systems and matrix inversion (65F05)

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Cited in

(3)

• Randomized preprocessing versus pivoting
• Random multipliers numerically stabilize Gaussian and block Gaussian elimination: proofs and an extension to low-rank approximation
• Numerically safe Gaussian elimination with no pivoting

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