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math.NA2026
A multilevel sketch-and-solve method for overdetermined least squares problems
Irina-Beatrice Haas, Michael B. Giles, Yuji Nakatsukasa
Sketch-and-solve (SAS) is a very successful method to efficiently estimate the solution of heavily overdetermined large linear least squares problems. It uses random sketching to r…
math.NA2025
Sharp error bounds for approximate eigenvalues and singular values from subspace methods
Irina-Beatrice Haas, Yuji Nakatsukasa
Subspace methods are commonly used for finding approximate eigenvalues and singular values of large-scale matrices. Once a subspace is found, the Rayleigh-Ritz method (for symmetri…