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05/02/2023
Computing Free Convolutions via Contour Integrals
This work proposes algorithms for computing additive and multiplicative ...
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12/24/2022
Speeding up Krylov subspace methods for computing f(A)b via randomization
This work is concerned with the computation of the action of a matrix fu...
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09/22/2021
Improved variants of the Hutch++ algorithm for trace estimation
This paper is concerned with two improved variants of the Hutch++ algori...
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07/09/2021
Divide and conquer methods for functions of matrices with banded or hierarchical low-rank structure
This work is concerned with approximating matrix functions for banded ma...
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08/26/2020
Low-rank updates of matrix functions II: Rational Krylov methods
This work develops novel rational Krylov methods for updating a large-sc...
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05/20/2020
On randomized trace estimates for indefinite matrices with an application to determinants
Randomized trace estimation is a popular and well studied technique that...
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08/16/2019
Low-rank approximation in the Frobenius norm by column and row subset selection
A CUR approximation of a matrix A is a particular type of low-rank appro...
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02/06/2019