Random matrix theory (RMT) has emerged as a powerful framework for analysing complex systems across physics, statistics and beyond, by examining the statistical properties of matrices with random ...
Some algorithms based upon a projection process onto the Krylov subspace $K_m = \operatorname{Span}(r_0, Ar_0, \ldots, A^{m - 1}r_0)$ are developed, generalizing the ...