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math.NA2025
Convergence of pivoted Cholesky for Lipschitz kernels
Sungwoo Jeong, Alex Townsend, Christopher Wang
We investigate the continuous analogue of the Cholesky factorization, namely the pivoted Cholesky algorithm. Our analysis establishes quantitative convergence guarantees for kernel…
math.NA2024
Extending Mercer's expansion to indefinite and asymmetric kernels
Sungwoo Jeong, Alex Townsend
Mercer's expansion and Mercer's theorem are cornerstone results in kernel theory. While the classical Mercer's theorem only considers continuous symmetric positive definite kernels…