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math.NA2025
What is a Sketch-and-Precondition Derivation for Low-Rank Approximation? Inverse Power Error or Inverse Power Estimation?
Ruihan Xu, Yiping Lu
Randomized sketching accelerates large-scale numerical linear algebra by reducing computational complexity. While the traditional sketch-and-solve approach reduces the problem size…
math.NA2024
Randomized Iterative Solver as Iterative Refinement: A Simple Fix Towards Backward Stability
Ruihan Xu, Yiping Lu
Iterative sketching and sketch-and-precondition are well-established randomized algorithms for solving large-scale, over-determined linear least-squares problems. In this paper, we…