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math.NA2021★ 7 cited
Randomized block Gram-Schmidt process for solution of linear systems and eigenvalue problems
Oleg Balabanov, Laura Grigori
This article introduces randomized block Gram-Schmidt process (RBGS) for QR decomposition. RBGS extends the single-vector randomized Gram-Schmidt (RGS) algorithm and inherits its k…
math.NA2021★ 2 cited
Random sketching of operators with application to learning preconditioners
Oleg Balabanov, Anthony Nouy, Alexandre Pasco
We propose a new random sketching approach for embedding high-dimensional Hilbert-Schmidt operators, using random input-output pairs. Such operator can then be approximated in a lo…