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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Bibliographic Details
Published in:Proceedings of the ... IEEE International Conference on Acoustics, Speech and Signal Processing (1998) pp. 5815 - 5819
Main Authors: Kaloorazi, Maboud Farzaneh, Chen, Jie
Format: Conference Proceeding
Language:English
Published: IEEE 01.05.2020
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ISSN:2379-190X
Online Access:Get full text
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