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math.NA2024
Nearly Optimal Approximation of Matrix Functions by the Lanczos Method
Noah Amsel, Tyler Chen, Anne Greenbaum +2
Approximating the action of a matrix function on a vector is an increasingly important primitive in machine learning, data science, and statistics, wit…
math.NA2024
Algorithm-agnostic low-rank approximation of operator monotone matrix functions
David Persson, Raphael A. Meyer, Christopher Musco
Low-rank approximation of a matrix function, , is an important task in computational mathematics. Most methods require direct access to , which is often considerably mo…