Skip to content

Adds LSQR and randomised solvers#140

Open
alexhroom wants to merge 16 commits into
ralna:masterfrom
alexhroom:randomised-methods
Open

Adds LSQR and randomised solvers#140
alexhroom wants to merge 16 commits into
ralna:masterfrom
alexhroom:randomised-methods

Conversation

@alexhroom
Copy link
Copy Markdown

This PR builds on top of #136 by adding two additional solvers:

  • an LSQR iterative solver, based on a reverse communication implementation by Jennifer Scott
  • a randomised sketch-and-precondition solver, primarily based on Blendenpik (Avron et al. 2010) but using the sketch-and-solve initial guess technique (outlined in Meier et al. 2023). Two sketching methods are available; either a simple random row selection, or a random row selection after using a discrete cosine transform to reduce matrix coherence (see Avron et al. above).

@alexhroom alexhroom marked this pull request as draft March 18, 2026 09:40
@alexhroom alexhroom force-pushed the randomised-methods branch 2 times, most recently from 5dfcf7f to 2f186c2 Compare March 23, 2026 09:40
@alexhroom alexhroom marked this pull request as ready for review March 23, 2026 09:43
@alexhroom alexhroom force-pushed the randomised-methods branch from 2f186c2 to f65162a Compare March 23, 2026 11:59
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment

Labels

None yet

Projects

None yet

Development

Successfully merging this pull request may close these issues.

1 participant