Structured Sketching for Linear Systems
Fuente:
arXiv
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| Autori principali: | , |
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| Natura: | Preprint |
| Pubblicazione: |
2024
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| _version_ | 1866913410307850240 |
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| author | Brust, Johannes J Saunders, Michael A |
| author_facet | Brust, Johannes J Saunders, Michael A |
| contents | For linear systems $Ax=b$ we develop iterative algorithms based on a sketch-and-project approach. By using judicious choices for the sketch, such as the history of residuals, we develop weighting strategies that enable short recursive formulas. The proposed algorithms have a low memory footprint and iteration complexity compared to regular sketch-and-project methods. In a set of numerical experiments the new methods compare well to GMRES, SYMMLQ and state-of-the-art randomized solvers. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2407_00746 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Structured Sketching for Linear Systems Brust, Johannes J Saunders, Michael A Numerical Analysis Mathematical Software Computation 15A06, 15B52, 65F10, 68W20, 65Y20, 90C20 For linear systems $Ax=b$ we develop iterative algorithms based on a sketch-and-project approach. By using judicious choices for the sketch, such as the history of residuals, we develop weighting strategies that enable short recursive formulas. The proposed algorithms have a low memory footprint and iteration complexity compared to regular sketch-and-project methods. In a set of numerical experiments the new methods compare well to GMRES, SYMMLQ and state-of-the-art randomized solvers. |
| title | Structured Sketching for Linear Systems |
| topic | Numerical Analysis Mathematical Software Computation 15A06, 15B52, 65F10, 68W20, 65Y20, 90C20 |
| url | https://arxiv.org/abs/2407.00746 |