Sketched inverse iteration applied to the sketching error gives a top-k eigensolver whose convergence rate is proportional to the quality of a Nyström preconditioner and depends only on the final spectral gap.
Improved approximation algorithms for large matrices via random pro- jections
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What is a Sketch-and-Precondition Derivation for Low-Rank Approximation? Inverse Power Error or Inverse Power Estimation?
Sketched inverse iteration applied to the sketching error gives a top-k eigensolver whose convergence rate is proportional to the quality of a Nyström preconditioner and depends only on the final spectral gap.