1 citations · 1 across the 10 of their papers we have counts for
5 papers · 2 filters
Sketching Outside the Hilbert Space for the Infinite-Dimensional Randomised SVD
Morgan Lynch-Davies, Marcus Webb
In randomised numerical linear algebra, common choices for distributions of sketch vectors are isotropic, so that . Unfortunately, the natur…
Computing accurate singular vectors and eigenvectors using mixed-precision Jacobi algorithms
Zhengbo Zhou, Françoise Tisseur, Marcus Webb
Mixed-precision variants of the Jacobi algorithm for symmetric positive definite eigenproblems and the one-sided Jacobi algorithm for singular value decompositions have recently be…
Stable Hermite transforms via the Golub-Welsch algorithm
Marcus Webb, Georg Maierhofer
We introduce an efficient stable algorithm for transforms associated with expansions in Hermite functions interpolated at Hermite polynomial roots. The Hermite transform matrix can…
T-systems: a theory of orthonormal functions with a tridiagonal differentiation matrix
Arieh Iserles, Marcus Webb
The starting point of this paper is that a spectral method is essentially a combination of an orthonormal basis of the underlying Hilbert space with Galerkin conditions. The choice…
Computing accurate singular values using a mixed-precision one-sided Jacobi algorithm
Zhengbo Zhou, Françoise Tisseur, Marcus Webb
We present a relative forward error analysis of a mixed-precision preconditioned one-sided Jacobi algorithm, analogous to a two-sided version introduced in [N. J. Higham, F. Tisseu…