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math.NA2024
Embrace rejection: Kernel matrix approximation by accelerated randomly pivoted Cholesky
Ethan N. Epperly, Joel A. Tropp, Robert J. Webber
Randomly pivoted Cholesky (RPCholesky) is an algorithm for constructing a low-rank approximation of a positive-semidefinite matrix using a small number of columns. This paper devel…
math.NA2024★ 1 cited
Randomized matrix computations: Themes and variations
Anastasia Kireeva, Joel A. Tropp
This short course offers a new perspective on randomized algorithms for matrix computations. It explores the distinct ways in which probability can be used to design algorithms for…