Structured Sketching for Linear Systems
Johannes J Brust, Michael A Saunders
TL;DR
The document provides a comprehensive guide to the SIAM LaTeX style, detailing how to prepare articles, supplements, and templates with consistent formatting. It covers class options, front matter, cross-referencing, math and theorem environments, tables, figures, algorithms, and sections, along with templates and bibliography conventions. It also documents versioned changes, special modifications, and practices for citations, DOIs, preprints, and software acknowledgments. This guidance enables authors and editors to produce navigable, publication-quality SIAM manuscripts with robust linking, bookmarks, and reproducible templates.
Abstract
For linear systems $Ax=b$ we develop iterative algorithms based on a sketch-and-project approach. By using judicious choices for the sketch, such as the history of residuals, we develop weighting strategies that enable short recursive formulas. The proposed algorithms have a low memory footprint and iteration complexity compared to regular sketch-and-project methods. In a set of numerical experiments the new methods compare well to GMRES, SYMMLQ and state-of-the-art randomized solvers.
