Structured matrix recovery from matrix‐vector products
Diana Halikias,
Alex Townsend
Abstract:Can one recover a matrix efficiently from only matrix‐vector products? If so, how many are needed? This article describes algorithms to recover matrices with known structures, such as tridiagonal, Toeplitz, Toeplitz‐like, and hierarchical low‐rank, from matrix‐vector products. In particular, we derive a randomized algorithm for recovering an unknown hierarchical low‐rank matrix from only matrix‐vector products with high probability, where is the rank of the off‐diagonal blocks, and is a small oversampling … Show more
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