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Fast randomized least-squares solvers can be just as accurate and stable as classical direct solvers
One of the greatest success stories of randomized algorithms for linear algebra has been the development of fast, randomized algorithms for highly overdetermined linear least-squares problems. However, none of the existing algorithms is backward stab
Externí odkaz:
http://arxiv.org/abs/2406.03468
Sketch-and-precondition techniques are efficient and popular for solving large least squares (LS) problems of the form $Ax=b$ with $A\in\mathbb{R}^{m\times n}$ and $m\gg n$. This is where $A$ is ``sketched" to a smaller matrix $SA$ with $S\in\mathbb{
Externí odkaz:
http://arxiv.org/abs/2302.07202
Autor:
Meier, Maike, Nakatsukasa, Yuji
We describe two algorithms to efficiently solve regularized linear least squares systems based on sketching. The algorithms compute preconditioners for $\min \|Ax-b\|^2_2 + \lambda \|x\|^2_2$, where $A\in\mathbb{R}^{m\times n}$ and $\lambda>0$ is a r
Externí odkaz:
http://arxiv.org/abs/2203.07329
Autor:
Meier, Maike, Nakatsukasa, Yuji
Publikováno v:
In Linear Algebra and Its Applications 1 April 2024 686:1-32
Autor:
Meier, Maike, Nakatsukasa, Yuji
Matrices with low-rank structure are ubiquitous in scientific computing. Choosing an appropriate rank is a key step in many computational algorithms that exploit low-rank structure. However, estimating the rank has been done largely in an ad-hoc fash
Externí odkaz:
http://arxiv.org/abs/2105.07388
Akademický článek
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Autor:
Bessa, Vasiliki, Sun, Ming, Meier, Maike, Zeng, Ye, Xu, Shilei, Dolff, Sebastian, Sommerwerck, Urte, Korth, Johannes, Taube, Christian, Aigner, Clemens, Kamler, Markus, Kribben, Andreas, Lindemann, Monika, Witzke, Oliver, Wilde, Benjamin
Publikováno v:
In Clinical Immunology November 2019 208
Autor:
Meier, Maike, Nakatsukasa, Yuji
Matrices with low-rank structure are ubiquitous in scientific computing. Choosing an appropriate rank is a key step in many computational algorithms that exploit low-rank structure. However, estimating the rank has been done largely in an ad-hoc fash
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::286a5ba6048379160bceaaff7371b531