An adaptive factorized Nyström preconditioner for regularized kernel matrices
DOI10.1137/23M1565139zbMATH Open1543.65033MaRDI QIDQ6575352
Hua Huang, Yuanzhe Xi, Edmond Chow, Shifan Zhao, Tianshi Xu
Publication date: 19 July 2024
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
preconditioningsparse approximate inverseNyström approximationGaussian process regressionkernel matricesfarthest point sampling
Nonparametric regression and quantile regression (62G08) Gaussian processes (60G15) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Preconditioners for iterative methods (65F08) Numerical methods for low-rank matrix approximation; matrix compression (65F55)
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