| Autor: |
Timsit, Edouard, Grigori, Laura, Balabanov, Oleg |
| Rok vydání: |
2023 |
| Předmět: |
|
| Druh dokumentu: |
Working Paper |
| Popis: |
Randomized orthogonal projection methods (ROPMs) can be used to speed up the computation of Krylov subspace methods in various contexts. Through a theoretical and numerical investigation, we establish that these methods produce quasi-optimal approximations over the Krylov subspace. Our numerical experiments outline the convergence of ROPMs for all matrices in our test set, with occasional spikes, but overall with a convergence rate similar to that of standard OPMs. |
| Databáze: |
arXiv |
| Externí odkaz: |
|
