Sketch and Project: Randomized Iterative Methods for Linear Systems and Inverting Matrices

19 Dec 2016Robert M. Gower

Probabilistic ideas and tools have recently begun to permeate into several fields where they had traditionally not played a major role, including fields such as numerical linear algebra and optimization. One of the key ways in which these ideas influence these fields is via the development and analysis of randomized algorithms for solving standard and new problems of these fields... (read more)

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