2024/06/30 by Johannes J. Brust, Michael A. Saunders, Brust, Johannes J +1
Computer Science · Engineering · Mathematics · #15A06 #15B52 #65F10 #65Y20 #68W20 #90C20 #Architecture and Computational Design #Artificial Intelligence in Games #Computation (stat.CO) #Computational Geometry and Mesh Generation #Computer science #FOS: Computer and information sciences #FOS: Mathematics #Mathematical Software (cs.MS) #Mathematics #Numerical Analysis (math.NA)
paper · pdf · doi:10.48550/arxiv.2407.00746
published in arXiv (Cornell University) (Cornell University)
openalex publication_date 2024/06/30 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
For linear systems Ax=b we develop iterative algorithms based on a sketch-and-project approach. By using judicious choices for the sketch, such as the history of residuals, we develop weighting strategies that enable short recursive formulas. The proposed algorithms have a low memory footprint and iteration complexity compared to regular sketch-and-project methods. In a set of numerical experiments the new methods compare well to GMRES, SYMMLQ and state-of-the-art randomized solvers.