Random Matrices

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Concentration Bounds

Relevant components, useful derivations and intuitions

AUG 2, 2026
categories: PROOFS
tags: ALGEBRA, CALCULUS, PROBABILITY, PROOF, RANDOM MATRICES, SKETCHING

A matrix, its singular values and a barplot comparing error of different diagonal estimators.

Combining XDiag with Hutch++

Derivation, comparison and combination of scalable stochastic diagonal estimators

OCT 21, 2025
categories: PROOFS
tags: ALGEBRA, PROBABILITY, PROOF, RANDOM MATRICES, SKERCH, SKETCHING

skerch: Sketched Linear Operations for PyTorch

Version 1.0 of the library is out!

OCT 15, 2025
categories: UTILITIES
tags: ALGEBRA, COMPRESSED SENSING, CONVEX OPTIMIZATION, DEEP LEARNING, NUMERICS, PYTORCH, RANDOM MATRICES, SKERCH, SKETCHING