Randomized Gram--Schmidt Process with Application to GMRES
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Publication:5864694
DOI10.1137/20M138870XzbMath1492.65096arXiv2011.05090OpenAlexW3099348172MaRDI QIDQ5864694
Publication date: 8 June 2022
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2011.05090
randomizationGram-Schmidt orthogonalizationnumerical stabilityKrylov subspace methodsgeneralized minimal residual methodQR factorizationrounding errorsArnoldi iterationloss of orthogonalitymultiprecision arithmeticrandom sketching
Related Items (7)
A computational framework for edge-preserving regularization in dynamic inverse problems ⋮ Randomized Sketching for Krylov Approximations of Large-Scale Matrix Functions ⋮ Probabilistic Rounding Error Analysis of Householder QR Factorization ⋮ Adaptively restarted block Krylov subspace methods with low-synchronization skeletons ⋮ Adaptive Precision Sparse Matrix–Vector Product and Its Application to Krylov Solvers ⋮ Speeding Up Krylov Subspace Methods for Computing \(\boldsymbol{{f}(A){b}}\) via Randomization ⋮ GMRES algorithms over 35 years
Uses Software
Cites Work
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