Universality for the Conjugate Gradient and MINRES Algorithms on Sample Covariance Matrices

DOI10.1002/cpa.22081arXiv2007.00640OpenAlexW3039557128WikidataQ114237997 ScholiaQ114237997MaRDI QIDQ6077897

Thomas Trogdon, Elliot Paquette

Publication date: 18 October 2023

Published in: Communications on Pure and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2007.00640

zbMATH Keywords

Wishart distributionconjugate gradientMINRESsample covariance matrices

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Iterative numerical methods for linear systems (65F10) Numerical analysis (65-XX) Probability theory and stochastic processes (60-XX)

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