Randomly pivoted Cholesky: practical approximation of a kernel matrix with few entry evaluations

DOI10.1002/CPA.22234MaRDI QIDQ7000432zbMATH OpenFDO

Authors Yifan Chen, Ethan N. Epperly, Joel A. Tropp, Robert J. Webber

Publication date 8 April 2025

Published in Communications on Pure and Applied Mathematics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

zbMATH Keywords

matrix factorizationkernel matrixevaluationrandomlow rankpivoted Cholesky

Mathematics Subject Classification ID

Factorization of matrices (15A23) Numerical computation of matrix exponential and similar matrix functions (65F60) Numerical methods for low-rank matrix approximation; matrix compression (65F55)

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