activity
20222026
most citedRandomized Implicitly Restarted Arnoldi method for the non-symmetric eigenvalue problem

1 citations · 1 across the 12 of their papers we have counts for

collaborators

14 papers

math.NA2026

Incremental Column Subset Selection via Conditional Determinantal Point Processes

Laura Grigori, Zhipeng Xue

Column subset selection aims to seek a small set of representative columns that accurately approximates a given matrix. We study this problem from the perspective of determinantal…

math.NA2026

Randomized Block Davidson Eigensolvers for Plane-Wave Density-Functional Theory

Moritz Gubler, Taejun Park, Augustin Bussy +4

Iterative diagonalization is the dominant cost of plane-wave density-functional theory (DFT), with search-space orthogonalization scaling particularly quickly with problem size and…

math.NA2026

Accelerating the Canonical Polyadic Alternating Least Squares Optimization via a Randomized Interpolative Decomposition

Israa Fakih, Laura Grigori, Karl Pierce

We present a novel leverage score-based sampling strategy for the randomized alternating least squares optimization (ALS) of the canonical polyadic decomposition (CPD-ALS). Unlike…

math.NA2026

Sketch low-rank dynamics: orthogonal vs. oblique projections

Benjamin Carrel, Laura Grigori

We study how sketching techniques from randomized numerical linear algebra can be incorporated into the dynamical low-rank approximation (DLRA) of large-scale matrix differential e…

math.NA2026

Attention Mechanisms Through the Lens of Numerical Methods: Approximation Methods and Alternative Formulations

Michel Fabrice Serret, Alice Cortinovis, Yijun Dong +10

The attention mechanism is the computational core of modern Transformer architectures, but its quadratic complexity in the input sequence length is the bottleneck for large-scale i…

cs.DC2026

Communication Lower Bounds and Algorithms for Sketching with Random Dense Matrices

Hussam Al Daas, Grey Ballard, Laura Grigori +4

Sketching is widely used in randomized linear algebra for low-rank matrix approximation, column subset selection, and many other problems, and it has gained significant traction in…

math.NA2026

Restoring similarity in randomized Krylov methods with applications to eigenvalue problems and matrix functions

Laura Grigori, Daniel Kressner, Nian Shao +1

The randomized Arnoldi process has been used in large-scale scientific computing because it produces a well-conditioned basis for the Krylov subspace more quickly than the standard…

math.NA2025

Randomized orthogonalization and Krylov subspace methods: principles and algorithms

Jean-Guillaume de Damas, Laura Grigori, Igor Simunec +1

We present an overview of randomized orthogonalization techniques that construct a well-conditioned basis whose sketch is orthonormal. Randomized orthogonalization has recently eme…

math.NA2025

Randomized biorthogonalization through a two-sided Gram-Schmidt process

Laura Grigori, Lorenzo Piccinini, Igor Simunec

We propose and analyze a randomized two-sided Gram-Schmidt process for the biorthogonalization of two given matrices . The algorithm aims to find tw…

math.NA2025

Efficient QR-based Column Subset Selection through Randomized Sparse Embeddings

Israa Fakih, Laura Grigori

In this paper, we introduce an efficient algorithm for column subset selection that combines the column-pivoted QR factorization with sparse subspace embeddings. The proposed metho…

math.NA2025

Randomized Krylov-Schur eigensolver with deflation

Jean-Guillaume de Damas, Laura Grigori

This work introduces a novel algorithm to solve large-scale eigenvalue problems and seek a small set of eigenpairs. The method, called randomized Krylov-Schur (rKS), has a simple i…

math.NA2025

Randomized strong rank-revealing QR for column subset selection and low-rank matrix approximation

Laura Grigori, Zhipeng Xue

We discuss a randomized strong rank-revealing QR factorization that effectively reveals the spectrum of a matrix . This factorization can be used to address problems su…

math.NA2024★ 1 cited

Randomized Implicitly Restarted Arnoldi method for the non-symmetric eigenvalue problem

Jean-Guillaume de Damas, Laura Grigori

In this paper, we introduce a randomized algorithm for solving the non-symmetric eigenvalue problem, referred to as randomized Implicitly Restarted Arnoldi (rIRA). This method reli…

math.NA2022

Factorized structure of the long-range two-electron integrals tensor and its application in quantum chemistry

Siwar Badreddine, Igor Chollet, Laura Grigori

We introduce two new approximation methods for the numerical evaluation of the long-range Coulomb potential and the approximation of the resulting high dimensional Two-Electron Int…