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3 votes
0 answers
122 views

Preconditioners for $Ax=y$ that rely on hierarchical statistical modeling

Solving $Ax=y$ exactly can be done as: fit a linear autoregressive model by treating rows of $A$ as data apply this model to $A^T y$ Imperfect predictive model corresponds to an approximate inverse ...
Yaroslav Bulatov's user avatar
4 votes
1 answer
548 views

O(n^2) algorithm to approximate the sum of the log of the singular values of a matrix

Given an $M \times N$ matrix of rank $N$ ($M \ge N$) with $i^{th}$ singular value $\sigma_i$, does their exist an $O(M^2)$ algorithm for approximating the sum $ H =\sum_{i=1}^N \log(\sigma_i)$ with ...
Gabriel Mitchell's user avatar