2 papers
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.NA2024
Randomized Householder QR
Laura Grigori, Edouard Timsit
This paper introduces a randomized Householder QR factorization (RHQR). This factorization can be used to obtain a well conditioned basis of a vector space and thus can be employed…