Randomized numerical linear algebra: A perspective on the field with an eye to software

R Murray, J Demmel, MW Mahoney… - arXiv preprint arXiv …, 2023 - arxiv.org
… In view of these developments, we believe the time is right to accelerate the adoption of … as
standards for deterministic linear algebra. This monograph surveys the field of RandNLA as a …

Randomized Numerical Linear Algebra Approaches for Approximating Matrix Functions

EMS Kontopoulou - 2020 - search.proquest.com
… basic concepts of our research area and being consistent in … in the development of highly
efficient real-world software. … SPD matrix, using a randomized subspace iteration approach. …

Towards a logical foundation of randomized computation

M Antonelli - 2023 - amsdottorato.unibo.it
program is basically one endowed with a (pseudo-)random … The turning point of our
approach consists in considering … rily, offering a bird’s-eye view of the topic captioned in the …

Concise Guide to Numerical Algorithmics

JL Nazareth - Springer
… , an exposure to basic linear algebra and calculus (and perhaps … , our approach being more
in accord with views expressed by the … We see that every algorithm is a program within its …

[PDF][PDF] An aspiring standard library, and why it matters.

K He - University of California, Berkeley, 2023 - cs.utexas.edu
Randomized Numerical Linear Algebra: A Perspective on the Field With an Eye to Software
(… CQRRPT: Cholesky QR with randomized pivoting for tall matrices [1] Basic idea is simple …

One-Pass Randomized Algorithm with Practical Rangefinder for Low-Rank Approximation to Quaternion Matrices

C Chang, Y Yang - arXiv preprint arXiv:2404.14783, 2024 - arxiv.org
… Most linear algebra concepts and results can be transplanted to the right vector space in …
Figure 6 illustrates that our compression can highly approximate the origin velocity field and …

A randomized algorithm for the QR decomposition-based approximate SVD

X Ni, AB Xu - arXiv preprint arXiv:2305.11450, 2023 - arxiv.org
… Abstract—Matrix decomposition is a very important mathematical tool in numerical linear
algebra for data processing. In this paper, we introduce a new randomized matrix

Fast and forward stable randomized algorithms for linear least-squares problems

EN Epperly - arXiv preprint arXiv:2311.04362, 2023 - arxiv.org
… the field of randomized numerical linear algebra [MT20, MDM… wide deployment in
general-purpose software, it is desirable … , we present a complementary linear algebraic

CholeskyQR with Randomization and Pivoting for Tall Matrices (CQRRPT)

M Melnichenko, O Balabanov, R Murray… - arXiv preprint arXiv …, 2023 - arxiv.org
… uses methods from Randomized Numerical Linear Algebra (… Here we suggest a flexible
two-stage approach to numerical … section were run using the following version of our software: …

Hermitian Dynamic Mode Decomposition-numerical analysis and software solution

Z Drmač - ACM Transactions on Mathematical Software, 2023 - dl.acm.org
… In the framework of numerical linear algebra, it is a data … can be used as a starting
point for RandLAPACK randomized … In ğ4 we analyze another approach to the symmetric/Hermitian …