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math.NA2024
Randomized low-rank Runge-Kutta methods
Hei Yin Lam, Gianluca Ceruti, Daniel Kressner
This work proposes and analyzes a new class of numerical integrators for computing low-rank approximations to solutions of matrix differential equation. We combine an explicit Rung…
math.NA2024
Subspace embedding with random Khatri-Rao products and its application to eigensolvers
Zvonimir Bujanović, Luka Grubišić, Daniel Kressner +1
Various iterative eigenvalue solvers have been developed to compute parts of the spectrum for a large sparse matrix, including the power method, Krylov subspace methods, contour in…