APLICUR uses one modest sketch to adaptively update a CUR preconditioner interleaved with LSQR iterations, delivering convergence guarantees independent of sketch size for general large-scale least-squares problems.
Schiefermayr, Estimates for the asymptotic convergence factor of two intervals , arXiv preprint arXiv:1306.5866, (2013)
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Adaptive LSQR Preconditioning from One Small Sketch
APLICUR uses one modest sketch to adaptively update a CUR preconditioner interleaved with LSQR iterations, delivering convergence guarantees independent of sketch size for general large-scale least-squares problems.