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math.NA2024
An Efficient Scaled spectral preconditioner for sequences of symmetric positive definite linear systems
Youssef Diouane, Selime Gürol, Oussama Mouhtal +1
We explore a scaled spectral preconditioner for the efficient solution of sequences of symmetric and positive-definite linear systems. We design the scaled preconditioner not only…
math.NA2024
A unified error analysis for randomized low-rank approximation with application to data assimilation
Alexandre Scotto Di Perrotolo, Youssef Diouane, Selime Gürol +1
Randomized algorithms have proven to perform well on a large class of numerical linear algebra problems. Their theoretical analysis is critical to provide guarantees on their behav…