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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.NA2020★ 1 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…