Erik G. Boman

Analysis of Randomized Householder-Cholesky QR Factorization with Multisketching

2023 · arXiv (Cornell University)

CholeskyQR2 and shifted CholeskyQR3 are two state-of-the-art algorithms for computing tall-and-skinny QR factorizations since they attain high performance on current computer architectures. However, to guarantee stability, for some applications, CholeskyQR2 faces a prohibitive restriction on …