Structured Sketching for Linear Systems
<|reference_start|>Structured Sketching for Linear Systems: 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.<|reference_end|>
@article{brust2024structured,
    title={Structured Sketching for Linear Systems},
    author={Johannes J Brust and Michael A Saunders},
    journal={arXiv preprint arXiv:2407.00746},
    year={2024},
    archivePrefix={arXiv},
    eprint={2407.00746},
    primaryClass={math.NA cs.MS cs.NA stat.CO}
}