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math.NA2019
Sketching for Motzkin's Iterative Method for Linear Systems
Elizaveta Rebrova, Deanna Needell
Projection-based iterative methods for solving large over-determined linear systems are well-known for their simplicity and computational efficiency. It is also known that the corr…
math.PR2019
On block Gaussian sketching for the Kaczmarz method
Deanna Needell, Elizaveta Rebrova
The Kaczmarz algorithm is one of the most popular methods for solving large-scale over-determined linear systems due to its simplicity and computational efficiency. This method can…
math.NA2019
A Parallel Hierarchical Blocked Adaptive Cross Approximation Algorithm
Yang Liu, Wissam Sid-Lakhdar, Elizaveta Rebrova +2
This paper presents a hierarchical low-rank decomposition algorithm assuming any matrix element can be computed in time. The proposed algorithm computes rank-revealing decom…