Variational Free Energy Pivot Selection
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Variational Free Energy Pivot Selection for Pivoted Cholesky
arXiv:2606.01821v1 Announce Type: new Abstract: Pivoted Cholesky factorizations construct low-rank approximations of symmetric positive definite matrices by sequentially selecting pivots from the residual diagonal. Classical greedy and randomized rules, such as randomly pivoted Cholesky, target the algebraic trace-norm error of the residual. In many applications, however, the matrix enters a nonlinear matrix functional whose value, not the trace-norm error, determines solution quality, and...
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