Near-linear convergence of the Random Osborne algorithm for Matrix Balancing

We revisit Matrix Balancing, a pre-conditioning task used ubiquitously for computing eigenvalues and matrix exponentials. Since 1960, Osborne’s algorithm has been the practitioners’ algorithm of choice, and is now implemented in most numerical software packages. However, the theoretical properties o...

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Vydané v:	Mathematical programming Ročník 198; číslo 1; s. 363 - 397
Hlavní autori:	Altschuler, Jason M., Parrilo, Pablo A.
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Berlin/Heidelberg Springer Berlin Heidelberg 01.03.2023 Springer
Predmet:	Algorithms Analysis Calculus of Variations and Optimal Control; Optimization Combinatorics Full Length Paper Mathematical and Computational Physics Mathematical Methods in Physics Mathematics Mathematics and Statistics Mathematics of Computing Numerical Analysis Theoretical 65F50 Random Osborne Convex optimization Near-linear time 90C25 Osborne’s algorithm Coordinate descent 65F08 Matrix Balancing
ISSN:	0025-5610, 1436-4646
On-line prístup:	Získať plný text
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