davpersson / infNystrom

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infNystrom

Scripts to reproduce figures in [1].


Numerical experiments

Run plotter_run to reproduce the figures for the numerical experiments. Run test_run to rerun the experiments. It requires the Chebfun software package in the MATLAB path. The Chebfun software package can be downloaded from https://github.com/chebfun/chebfun.


Reference

[1] D. Persson, Nicolas Boullé, and D. Kressner. "Randomized Nyström approximation of non-negative self-adjoint operators", 2024.

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