Towards Practical Large-Scale Randomized Iterative Least Squares Solvers through Uncertainty Quantification
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Publication:6062237
DOI10.1137/22m1515057arXiv2208.04989MaRDI QIDQ6062237
Publication date: 30 November 2023
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2208.04989
linear systemsiterative methodsleast-squaresstopping criterioncoordinate descentgradient estimation4D-Varrandom sketching
Large deviations (60F10) Iterative numerical methods for linear systems (65F10) Sequential estimation (62L12) Orthogonalization in numerical linear algebra (65F25)
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