Randomized algorithms for the low-rank approximation of matrices

We describe two recently proposed randomized algorithms for the construction of low-rank approximations to matrices, and demonstrate their application (inter alia) to the evaluation of the singular value decompositions of numerically low-rank matrices. Being probabilistic, the schemes described here...

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Bibliographic Details

Published in:	Proceedings of the National Academy of Sciences - PNAS Vol. 104; no. 51; p. 20167
Main Authors:	Liberty, Edo, Woolfe, Franco, Martinsson, Per-Gunnar, Rokhlin, Vladimir, Tygert, Mark
Format:	Journal Article
Language:	English
Published:	United States 18.12.2007
ISSN:	1091-6490, 1091-6490
Online Access:	Get more information
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