Randomized Projection for Rank-Revealing Matrix Factorizations and Low-Rank Approximations

DOI10.1137/20M1335571OpenAlexW3047310051WikidataQ114074202 ScholiaQ114074202MaRDI QIDQ5137221

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Publication date: 2 December 2020

Published in: SIAM Review (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2008.04447

zbMATH Keywords

random samplingQR factorizationlow-rank approximationcolumn pivotingtruncated SVDrank-revealingblocked algorithmsample update

Mathematics Subject Classification ID

Factorization of matrices (15A23) Eigenvalues, singular values, and eigenvectors (15A18) Orthogonalization in numerical linear algebra (65F25)

Related Items (5)

Deep random walk of unitary invariance for large-scale data representation ⋮ Randomized quaternion QLP decomposition for low-rank approximation ⋮ Randomized Quaternion Singular Value Decomposition for Low-Rank Matrix Approximation ⋮ Fast randomized numerical rank estimation for numerically low-rank matrices ⋮ Single-pass randomized QLP decomposition for low-rank approximation

Uses Software

• rsvd
• randUTV

Cites Work

• Unnamed Item
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• randUTV
• Randomized QR with Column Pivoting
• Householder QR Factorization With Randomization for Column Pivoting (HQRRP)
• A Parallel QR Factorization Algorithm with Controlled Local Pivoting

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