Yu-Qi Liu

Real-Arithmetic Sketched Eigensolvers for Symmetric Matrices

In this work, we develop sketched variants of subspace iteration and TraceMIN, called sSI and sTraceMIN, for real symmetric eigenvalue problems by combining basis whitening with the sketched Rayleigh-Ritz (sRR) procedure. The nonsymmetric projected matrix in sRR may have nonreal eigenpairs, leading to complex arithmeti...