Faster Linear Systems and Matrix Norm Approximation via Multi-level Sketched Preconditioning.
Michal DerezinskiChristopher MuscoJiaming YangPublished in: CoRR (2024)
Keyphrases
- linear systems
- coefficient matrix
- sufficient conditions
- dynamical systems
- low rank approximation
- linear equations
- trace norm
- preconditioned conjugate gradient method
- difference equations
- convex functions
- approximation algorithms
- singular value decomposition
- sparse linear systems
- low rank
- search algorithm
- objective function
- real time