This repository contains codes that are used to generate the figures in the paper:
Saibaba, Arvind K. "Randomized subspace iteration: Analysis of canonical angles and unitarily invariant norms." SIAM Journal on Matrix Analysis and Applications 40.1 (2019): 23-48.
The paper can be downloaded from this website. Alternatively, a preprint can be found on arXiv. If you use any part of this code, please cite the above paper. Here is the bib entry
@article{saibaba2019randomized,
title={Randomized subspace iteration: {A}nalysis of canonical angles and unitarily invariant norms},
author={Saibaba, Arvind K},
journal={SIAM Journal on Matrix Analysis and Applications},
volume={40},
number={1},
pages={23--48},
year={2019},
publisher={SIAM}
}
This work was supported, in part, by NSF DMS 1720398, OP: Collaborative Research: Novel Feature-Based, Randomized Methods for Large-Scale Inversion.