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[REF] Improve numerical stability of Frobenius estimator #120

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f-dangel merged 1 commit into main from improve-frobenius

Jul 3, 2024

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f-dangel commented Jul 2, 2024

Instead of estimating the Frobenius norm by v.T @ (A.T @ A @ v), use w.T @ w where w = A @ v. This

halves the number of matvecs
improves numerical stability (result cannot be negative), and
does not require the linear operator A to define .T.


          [REF] Improve numerical stability of Frobenius estimator

c1f5463

coveralls commented Jul 2, 2024 •

edited

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Pull Request Test Coverage Report for Build 9761747142

Details

7 of 7 (100.0%) changed or added relevant lines in 1 file are covered.
No unchanged relevant lines lost coverage.
Overall coverage increased (+0.03%) to 88.896%

Totals
Change from base Build 9490097890:	0.03%
Covered Lines:	1337
Relevant Lines:	1504

💛 - Coveralls

runame approved these changes

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runame left a comment

Very nice, LGTM!

f-dangel merged commit 4aaec2b into main

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f-dangel deleted the improve-frobenius branch

July 3, 2024 23:47

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