Eric Hallman
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.
author keywords: concentration inequalities; Monte Carlo methods; relative error; Rademacher random vectors; Gaussian random vectors
arxiv.org (repository)
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.
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.
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.
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.
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.
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
