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We develop and analyze a broad family of stochastic/randomized algorithms for inverting a matrix.
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Edmond Chow and Yousef Saad · 1998
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Nicholas I.˜M. Gould and Jennifer˜A. Scott · 1998
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Michele Benzi and Miroslav Tůma · 1999
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“Iterative Methods for Sparse Linear Systems”
Y. Saad · 2003
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Thomas Huckle and Alexander Kallischko · 2007
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“Positive Definite Matrices”, Princeton Series in Applied Mathematics
Rajendra Bhatia · 2008
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“Randomized Hessian Estimation and Directional Search”
D. Leventhal and A.S. Lewis · 2011
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“Broyden Updating, the Good and the Bad!”
Andreas Griewank · 2012
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“Faster Ridge Regression via the Subsampled Randomized Hadamard Transform.”
Yichao Lu, Paramveer˜S. Dhillon, Dean˜P. Foster and Lyle˜H. Ungar · 2013
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“Action constrained quasi-Newton methods”
R˜M Gower and J Gondzio · 2014
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“Randomized Iterative Methods for Linear Systems”
Robert˜Mansel Gower and Peter Richt“’arik · 2015
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“A Family of Iterative Methods for Computing the Approximate Inverse of a Square Matrix and Inner Inverse of a Non-Square Matrix”
Weiguo Li and Zhi Li · 2009
Cited alongside, same era.
“A Randomized Kaczmarz Algorithm with Exponential Convergence”
Thomas Strohmer and Roman Vershynin · 2009
Cited alongside, same era.
“Randomized Methods for Linear Constraints: Convergence Rates and Conditioning”
D. Leventhal and A.˜S. Lewis · 2010
Cited alongside, same era.
“LIBSVM : a Library for Support Vector Machines”
Chih˜Chung Chang and Chih˜Jen Lin · 2011
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“The University of Florida Sparse Matrix Collection”
Timothy˜A. Davis and Yifan Hu · 2011
Cited alongside, same era.
“On a Class of Limited Memory Preconditioners for Large-Scale Nonlinear Least-Squares Problems”
Serge Gratton, Annick Sartenaer and Jean˜Tshimanga Ilunga · 2011
Cited alongside, same era.
Robert˜Mansel Gower and Peter Richt“’arik · 2015
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“Probabilistic interpretation of linear solvers”
Philipp Hennig · 2015
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“Randomized Sketches of Convex Programs With Sharp Guarantees”
M. Pilanci and M.J. Wainwright · 2015
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“Iterative Hessian sketch : Fast and Accurate Solution Approximation for Constrained Least-Squares”
Mert Pilanci and Martin˜J. Wainwright · 2015
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“Newton Sketch : A Linear-time Optimization Algorithm with Linear-Quadratic Convergence”
Mert Pilanci and Martin˜J Wainwright · 2015
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“Variable metric random pursuit”
S.˜U. Stich, C.˜L. M“”uller and B. G“”artner · 2015
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“Randomized Quasi-Newton Updates are Linearly Convergent Matrix Inversion Algorithms”
Robert˜Mansel Gower and Peter Richt“’arik · 2016
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