Works (6)

Updated: September 19th, 2023 05:00

2023 journal article

MONTE CARLO METHODS FOR ESTIMATING THE DIAGONAL OF A REAL SYMMETRIC MATRIX

SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS, 44(1), 240–269.

By: E. Hallman n, I. Ipsen n & A. Saibaba n

author keywords: concentration inequalities; Monte Carlo methods; relative error; Rademacher random vectors; Gaussian random vectors
Sources: Web Of Science, ORCID
Added: March 10, 2023

2023 article

Precision-aware deterministic and probabilistic error bounds for floating point summation

Hallman, E., & Ipsen, I. C. F. (2023, August 30). NUMERISCHE MATHEMATIK, Vol. 8.

By: E. Hallman & I. Ipsen

author keywords: 65G99; 60G42; 60G50
Sources: Web Of Science, ORCID
Added: September 18, 2023

2023 journal article

RANDOMIZED ALGORITHMS FOR ROUNDING IN THE TENSOR-TRAIN FORMAT

SIAM JOURNAL ON SCIENTIFIC COMPUTING, 45(1), A74–A95.

By: H. Al Daas*, G. Ballard*, P. Cazeaux*, E. Hallman n, A. Miedlar*, M. Pasha*, T. Reid*, A. Saibaba*

author keywords: high-dimensional problems; randomized algorithms; tensor decompositions; tensortrain format
Sources: Web Of Science, ORCID
Added: August 28, 2023

2022 journal article

A BLOCK BIDIAGONALIZATION METHOD FOR FIXED-ACCURACY LOW-RANK MATRIX APPROXIMATION

SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS, 43(2), 661–680.

By: E. Hallman*

author keywords: block Lanczos; randomized algorithm; low-rank matrix approximation; fixed-accuracy problem
Source: Web Of Science
Added: January 23, 2023

2022 journal article

A multilevel approach to stochastic trace estimation

LINEAR ALGEBRA AND ITS APPLICATIONS, 638, 125–149.

By: E. Hallman n & D. Troester n

author keywords: Spectral function; Trace estimation; Chebyshev approximation; Hutchinson's trace estimator; Multilevel Monte Carlo
Source: Web Of Science
Added: May 2, 2022

2020 journal article

SHARP 2-NORM ERROR BOUNDS FOR LSQR AND THE CONJUGATE GRADIENT METHOD

SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS, 41(3), 1183–1207.

By: E. Hallman*

author keywords: LSQR; least-squares problem; sparse matrix; Krylov subspace method; Golub-Kahan process; conjugate gradient method; stopping criteria; iterative method
Source: Web Of Science
Added: October 26, 2020