Code for sketch-and-select Arnoldi algorithm

Contains the MATLAB scripts to reproduce all the figures in [1].

The code includes the ssget interface by Timothy A. Davis to access the SuiteSparse Matrix Collection, a function to compute the SRHT from Oleg Balabanov's randKrylov repository (https://github.com/obalabanov/randKrylov), and a function to plot performance profiles from Nick Higham's matlab-guide-3ed repository (https://github.com/higham/matlab-guide-3ed).

References

[1] S. Güttel and I. Simunec, "A sketch-and-select Arnoldi process", arXiv:2306.03592, 2023.