56 citations · 287 across the 58 of their papers we have counts for
8 papers · 1 filter
Randomized Algorithms for Low-Rank Matrix and Tensor Decompositions
Katherine J. Pearce, Per-Gunnar Martinsson
This paper surveys randomized algorithms in numerical linear algebra for low-rank decompositions of matrices and tensors. The survey begins with a review of classical matrix algori…
Fast Direct Solvers
Per-Gunnar Martinsson, Michael O'Neil
This survey describes a class of methods known as "fast direct solvers". These algorithms address the problem of solving a system of linear equations $\boldsymbol{Ax}=\boldsymbol{b…
An overlapping domain decomposition method based on solution-transfer operators
Simon Dirckx, Anna Yesypenko, Per-Gunnar Martinsson
An overlapping domain decomposition method is described for variable-coefficient elliptic boundary value problems on domains that can be decomposed into slabs or shells. The method…
IterativeCUR: Large Rank-Adaptive Approximation From a Small Recycled Sketch
Nathaniel Pritchard, Taejun Park, Yuji Nakatsukasa +1
The computation of accurate low-rank matrix approximations is central to improving the scalability of various techniques in machine learning, uncertainty quantification, and contro…
A time-frequency method for acoustic scattering with trapping
Heather Wilber, Wietse Vaes, Abinand Gopal +1
A Fourier transform method is introduced for a class of hybrid time-frequency methods that solve the acoustic scattering problem in regimes where the solution exhibits both highly…
Accelerating a restarted Krylov method for matrix functions with randomization
Nicolas L. Guidotti, Per-Gunnar Martinsson, Juan A. Acebrón +1
Many scientific applications require the evaluation of the action of a matrix function on a vector, and Krylov subspace methods are the most common ones for this task. Since the or…