Michael A. Saunders

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math.NA2025

Fast and Accurate SVD-Type Updating in Streaming Data

Johannes J. Brust, Michael A. Saunders

For a datastream, the change over a short interval is often of low rank. For high throughput information arranged in matrix format, recomputing an optimal SVD approximation after e…

math.NA2024

Structured Sketching for Linear Systems

Johannes J Brust, Michael A Saunders

For linear systems $A x = b$ we develop iterative algorithms based on a sketch-and-project approach. By using judicious choices for the sketch, such as the history of residuals, we de…