funNystrom

Scripts to reproduce figures in [1].

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Numerical experiments

• Figure 1: accuracy_run.m
• Figure 2: low_rank_test_run.m
• Figure 3: time_run.m
• Figure 4: traceest_run.m
• Figure 5: funnystrompp_run.m

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Reference

[1] D. Persson and D. Kressner. "Randomized low-rank approximation of monotone matrix functions", SIAM J. Matrix Anal. Appl., 44 (2023), pp. 894--918.

Citation

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