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Explore Nyström sketches for PSD linops #2

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andres-fr opened this issue May 18, 2024 · 2 comments
Open

Explore Nyström sketches for PSD linops #2

andres-fr opened this issue May 18, 2024 · 2 comments

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@andres-fr
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Explore effectiveness of variations from the technique covered in Halko et al 2011, section 5.4

https://arxiv.org/pdf/0909.4061

@andres-fr
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andres-fr commented May 19, 2024

Relevant (more recent) reference:
Tropp et al: Fixed-Rank Approximation of a Positive-Semidefinite Matrix from Streaming Data

https://arxiv.org/pdf/1706.05736

@andres-fr
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Also relevant reference:
Clarkson/Woodruff: Low-Rank PSD Approximation in Input-Sparsity Time
https://www.cs.cmu.edu/afs/cs/user/dwoodruf/www/cw17.pdf

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