Nyström method for symmetric indefinite matrices

Yijia Chen, Yuji Nakatsukasa, Anjali Narendran +1

The Nyström method approximates $A\approx A(:,I)A(I,I{)}^{†}A(:,I{)}^{\top }=CA(I,I{)}^{†}{C}^{\top }$, where $C:=A(:,I)\in {\mathbb{R}}^{n\times r}$ is a column subset ma…