The Effect of Coherence on Sampling from Matrices with Orthonormal Columns, and Preconditioned Least Squares Problems

DOI10.1137/120870748zbMath1359.65063arXiv1203.4809OpenAlexW2051832567WikidataQ57423611 ScholiaQ57423611MaRDI QIDQ5246492

Thomas Wentworth, Ilse C. F. Ipsen

Publication date: 21 April 2015

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1203.4809

zbMATH Keywords

sampling algorithm preconditioning condition number singular values numerical experiment majorization QR factorization leverage scores sums of random matrices

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Numerical computation of matrix norms, conditioning, scaling (65F35) Random matrices (algebraic aspects) (15B52) Conditioning of matrices (15A12) Preconditioners for iterative methods (65F08) Orthogonal matrices (15B10)

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Uses Software

Cites Work

Matlab

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