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Preconditioning in Expectation Preconditioning in Expectation

Preconditioning in Expectation - PowerPoint Presentation

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Uploaded On 2016-07-02

Preconditioning in Expectation - PPT Presentation

Richard Peng Joint with Michael Cohen MIT Rasmus Kyng Yale Jakub Pachocki CMU and Anup Rao Yale MIT CMU theory seminar April 5 2014 Random Sampling Collection of many objects ID: 388005

random matrix methods iterative matrix random iterative methods expected trace chernoff rescaled matrices sample problem inverse preconditioning bound entries randomized bss decrease

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