Subspace embedding with random Khatri-Rao products and its application
to eigensolvers
Subspace embedding with random Khatri-Rao products and its application
to eigensolvers
Various iterative eigenvalue solvers have been developed to compute parts of the spectrum for a large sparse matrix, including the power method, Krylov subspace methods, contour integral methods, and preconditioned solvers such as the so called LOBPCG method. All of these solvers rely on random matrices to determine, e.g., starting …