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20182021
most citedAnalysis of stochastic Lanczos quadrature for spectrum approximation

7 citations · 10 across the 7 of their papers we have counts for

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6 papers · 1 filter

math.NA2021

The conjugate gradient algorithm on a general class of spiked covariance matrices

Xiucai Ding, Thomas Trogdon

We consider the conjugate gradient algorithm applied to a general class of spiked sample covariance matrices. The main result of the paper is that the norms of the error and residu…

math.NA2021

The Numerical Unified Transform Method for the Nonlinear Schrödinger equation on the half-line

Xin Yang, Bernard Deconinck, Thomas Trogdon

We implement the Numerical Unified Transform Method to solve the Nonlinear Schrödinger equation on the half-line. For so-called linearizable boundary conditions, the method solves…

math.NA2021

Scattering and inverse scattering for the AKNS system: A rational function approach

Thomas Trogdon

We consider the use of rational basis functions to compute the scattering and inverse scattering transforms associated with the AKNS system. The proposed numerical forward scatteri…

math.NA2020

Universality for the conjugate gradient and MINRES algorithms on sample covariance matrices

Elliot Paquette, Thomas Trogdon

We present a probabilistic analysis of two Krylov subspace methods for solving linear systems. We prove a central limit theorem for norms of the residual vectors that are produced…

math.NA20201 cited

The Numerical Unified Transform Method for Initial-boundary Value Problems on the Half-line

Bernard Deconinck, Thomas Trogdon, Xin Yang

We implement the Unified Transform Method of Fokas as a numerical method to solve linear partial differential equations on the half-line. The method computes the solution at any x…

math.NA2019

The conjugate gradient algorithm on well-conditioned Wishart matrices is almost deterministic

Percy Deift, Thomas Trogdon

We prove that the number of iterations required to solve a random positive definite linear system with the conjugate gradient algorithm is almost deterministic for large matrices.…