Randomized sketching of nonlinear eigenvalue problems

DOI10.1137/22m153656xMaRDI QIDQ6623715

Daniel Kressner, Stefan Güttel, Bart Vandereycken

Publication date: 24 October 2024

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

zbMATH Keywords

sketchingrandomizationnonlinear eigenvalue problemrational approximation

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Approximation in the complex plane (30E10) Approximation by rational functions (41A20) Randomized algorithms (68W20) Numerical solution of nonlinear eigenvalue and eigenvector problems (65H17)

Cites Work

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• Tensor Spaces and Numerical Tensor Calculus
• The RKFIT Algorithm for Nonlinear Rational Approximation
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• Boundary Element Methods
• The p-AAA Algorithm for Data-Driven Modeling of Parametric Dynamical Systems
• A fast randomized algorithm for computing an approximate null space

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