RANDOMIZED NYSTROM PRECONDITIONING

Frangella, Z; Tropp, JA; Udell, M

Frangella, Z (通讯作者),Stanford Univ, Dept Management Sci & Engn, Stanford, CA 94305 USA.

SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS, 2023; 44 (2): 718

Abstract

This paper introduces the Nystro\m preconditioned conjugate gradient (PCG) algo-rithm for solving a symmetric positive-definite linear system. The alg......

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