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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Vydané v:	Proceedings of the National Academy of Sciences - PNAS Ročník 104; číslo 51; s. 20167
Hlavní autori:	Liberty, Edo, Woolfe, Franco, Martinsson, Per-Gunnar, Rokhlin, Vladimir, Tygert, Mark
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	United States 18.12.2007
ISSN:	1091-6490, 1091-6490
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