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Cameron Musco

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titleconferencedate
Instance Optimal Iterative Methods for Matrix Function ApproximationOptimization and Algorithm Design 20232023-11-27
Claim: Lanczos (Krylov) is instance-optimal for rational functions—for a degree-M/Q rational f with poles outside the spectrum, Lanczos output is within a…
Talk
Sublinear Time Eigenvalue Approximation via Random SamplingSketching and Algorithm Design 20232023-10-09
Presents a simple algorithm that samples a random principal submatrix of size about O(log^3 n/ε^3) × O(log^3 n/ε^3), scales it, and uses its eigenvalues to…
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Recent Advances in Positive Semidefinite Matrix ApproximationRandomized Numerical Linear Algebra and Applications 20182018-09-24
Shows how PSD structure yields sublinear-time low-rank approximation: a 1+ε Frobenius-error factorization is possible without reading all N^2 entries by…
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