The conjugate gradient algorithm on a general class of spiked covariance matrices
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Publication:5022481
DOI10.1090/qam/1605zbMath1480.65069arXiv2106.13902OpenAlexW3174935642MaRDI QIDQ5022481
Publication date: 19 January 2022
Published in: Quarterly of Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2106.13902
Random matrices (probabilistic aspects) (60B20) Iterative numerical methods for linear systems (65F10)
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