Low-Rank Approximation of Matrices Via A Rank-Revealing Factorization with Randomization
Given a matrix A with numerical rank k, the two-sided orthogonal decomposition (TSOD) computes a factorization A = UDV T , where U and V are unitary, and D is (upper/lower) triangular. TSOD is rank-revealing as the middle factor D reveals the rank of A. The computation of TSOD, however, is demanding...
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| Published in: | Proceedings of the ... IEEE International Conference on Acoustics, Speech and Signal Processing (1998) pp. 5815 - 5819 |
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| Main Authors: | , |
| Format: | Conference Proceeding |
| Language: | English |
| Published: |
IEEE
01.05.2020
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| Subjects: | |
| ISSN: | 2379-190X |
| Online Access: | Get full text |
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