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Neat Randomized Algorithms: Randomized Cholesky QR

ethanepperly.com · published 25 June 2024

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https://en.wikipedia.org/wiki/QR_decomposition
en.wikipedia.org
https://en.wikipedia.org/wiki/Orthonormal_matrix
en.wikipedia.org
https://en.wikipedia.org/wiki/Triangular_matrix
en.wikipedia.org
https://johnwlambert.github.io/least-squares/
johnwlambert.github.io
https://en.wikipedia.org/wiki/Householder_reflection
en.wikipedia.org
https://en.wikipedia.org/wiki/Identity_matrix
en.wikipedia.org
https://en.wikipedia.org/wiki/Cholesky_decomposition
en.wikipedia.org
https://www.ethanepperly.com/index.php/2022/07/26/dont-solve-the-normal-equations/
ethanepperly.com
https://www.ethanepperly.com/index.php/2021/03/18/the-better-way-to-convert-an-svd-into-a-symmetric-eigenvalue-problem/
ethanepperly.com
https://nhigham.com/2022/10/11/seven-sins-of-numerical-linear-algebra/
nhigham.com
https://en.wikipedia.org/wiki/Condition_number
en.wikipedia.org
https://en.wikipedia.org/wiki/Singular_value
en.wikipedia.org
https://en.wikipedia.org/wiki/Preconditioner
en.wikipedia.org
Does Sketching Work? Read at the source ↗
ethanepperly.com
Which Sketch Should I Use? Read at the source ↗
ethanepperly.com
https://arxiv.org/abs/2111.11148
arxiv.org
https://arxiv.org/abs/2210.09953
arxiv.org
https://arxiv.org/abs/2309.05868
arxiv.org
https://arxiv.org/abs/2311.08316
arxiv.org
https://www.pnas.org/doi/full/10.1073/pnas.0804869105
pnas.org
https://github.com/eepperly/Iterative-Sketching-Is-Stable/blob/main/code/sparsesign.c
github.com