On monotonic estimates of the norm of the minimizers of regularized quadratic functions in Krylov spaces
Coralia Cartis, Nicholas IM Gould, Marius Lange
December, 2019Abstract
We show that the minimizers of regularized quadratic functions restricted to their natural Krylov spaces increase in Euclidean norm as the spaces expand.
Publication
BIT Numerical Mathematics
Postdoctoral researcher
Interested in single-cell genomics and machine learning.