Towards Practical Large-Scale Randomized Iterative Least Squares Solvers through Uncertainty Quantification
Towards Practical Large-Scale Randomized Iterative Least Squares Solvers through Uncertainty Quantification
.As the scale of problems and data used for experimental design, signal processing, and data assimilation grow, the oft-occurring least squares subproblems are correspondingly growing in size. As the scale of these least squares problems creates prohibitive memory movement costs for the usual incremental QR and Krylov-based algorithms, randomized least …