Randomized QR with Column Pivoting

DOI10.1137/15M1044680zbMath1371.65026arXiv1509.06820MaRDI QIDQ5348261

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Publication date: 15 August 2017

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1509.06820

zbMATH Keywords

singular value decompositionparallel computationrandom samplingQR factorizationlow-rank approximationcolumn pivotingtruncated SVDblocked algorithmsample update

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Parallel numerical computation (65Y05) Direct numerical methods for linear systems and matrix inversion (65F05)

Related Items (15)

Randomized numerical linear algebra: Foundations and algorithms ⋮ Randomized Local Model Order Reduction ⋮ Randomized Complete Pivoting for Solving Symmetric Indefinite Linear Systems ⋮ Randomized quaternion QLP decomposition for low-rank approximation ⋮ Randomized QLP decomposition ⋮ A training set subsampling strategy for the reduced basis method ⋮ Efficient Randomized Algorithms for the Fixed-Precision Low-Rank Matrix Approximation ⋮ Subspaces Analysis for Random Projection UTV Framework ⋮ Pass-efficient truncated UTV for low-rank approximations ⋮ Computing Localized Representations of the Kohn--Sham Subspace Via Randomization and Refinement ⋮ Randomized Projection for Rank-Revealing Matrix Factorizations and Low-Rank Approximations ⋮ Flip-flop spectrum-revealing QR factorization and its applications to singular value decomposition ⋮ ALORA: affine low-rank approximations ⋮ Deviation maximization for rank-revealing QR factorizations ⋮ Single-pass randomized QLP decomposition for low-rank approximation

Cites Work

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