Randomly pivoted Cholesky: Practical approximation of a kernel matrix with few entry evaluations

arXiv2207.06503MaRDI QIDQ6404918

Ethan N. Epperly, Yi-Fan Chen, Joel A. Tropp, Robert J. Webber

Publication date: 13 July 2022

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Probabilistic methods, stochastic differential equations (65C99) Numerical methods for low-rank matrix approximation; matrix compression (65F55)

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