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05/03/2022
Krylov-aware stochastic trace estimation
We introduce an algorithm for estimating the trace of a matrix function ...
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03/29/2022
Precision-aware Deterministic and Probabilistic Error Bounds for Floating Point Summation
We analyze the forward error in the floating point summation of real num...
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02/06/2022
Monte Carlo Methods for Estimating the Diagonal of a Real Symmetric Matrix
For real symmetric matrices that are accessible only through matrix vect...
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10/08/2021
Randomized algorithms for rounding in the Tensor-Train format
The Tensor-Train (TT) format is a highly compact low-rank representation...
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07/04/2021
Deterministic and Probabilistic Error Bounds for Floating Point Summation Algorithms
We analyse the forward error in the floating point summation of real num...
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04/13/2021
A Refined Probabilistic Error Bound for Sums
This paper considers a probabilistic model for floating-point computatio...
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03/18/2021
A Multilevel Approach to Stochastic Trace Estimation
This article presents a randomized matrix-free method for approximating ...
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01/04/2021
A Block Bidiagonalization Method for Fixed-Precision Low-Rank Matrix Approximation
We present randUBV, a randomized algorithm for matrix sketching based on...
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01/01/2021
