Fast non-Hermitian Toeplitz eigenvalue computations, joining matrix-less algorithms and FDE approximation matrices.
M. BogoyaS. M. GrudskyStefano Serra CapizzanoPublished in: CoRR (2022)
Keyphrases
- perturbation theory
- matrix multiplication
- linear algebra
- singular values
- least squares
- eigenvalues and eigenvectors
- covariance matrix
- singular value decomposition
- data structure
- correlation matrix
- low rank approximation
- error bounds
- computationally efficient
- exact computation
- systems of linear equations
- approximation algorithms
- positive definite
- worst case
- low rank matrix approximation
- lower bound
- learning algorithm