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math.NA2025
Scientific Applications Leveraging Randomized Linear Algebra
Vivak Patel, D. Adrian Maldonado, Maksim Melnichenko +5
This report showcases the role of, and future directions for, the field of Randomized Numerical Linear Algebra (RNLA) in a selection of scientific applications. These applications…
math.NA2025
CholeskyQR with Randomization and Pivoting for Tall Matrices (CQRRPT)
Maksim Melnichenko, Oleg Balabanov, Riley Murray +3
This paper develops and analyzes a new algorithm for QR decomposition with column pivoting (QRCP) of rectangular matrices with many more rows than columns. The algorithm carefully…