Jiawei Chiu

  1. Matrix Probing and its Conditioning.

    Authors: Jiawei Chiu, Laurent Demanet
    Subjects: Numerical Analysis
    Abstract

    When a matrix A with n columns is known to be well approximated by a linear
    combination of basis matrices B_1,..., B_p, we can apply A to a random vector
    and solve a linear system to recover this linear combination. The same
    technique can be used to recover an approximation to A^-1. A basic question is
    whether this linear system is invertible and well-conditioned.

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