Randomized Low-Rank Approximation for Symmetric Indefinite Matrices

DOI10.1137/22m1538648zbMath1522.65068arXiv2212.01127OpenAlexW4386539915MaRDI QIDQ6094751

Yuji Nakatsukasa, Unnamed Author

Publication date: 14 September 2023

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

Full work available at URL: https://arxiv.org/abs/2212.01127

zbMATH Keywords

symmetric matricesNyström methodlow-rank approximationrandomized linear algebra

Mathematics Subject Classification ID

Numerical methods for low-rank matrix approximation; matrix compression (65F55)

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