A Block Bidiagonalization Method for Fixed-Accuracy Low-Rank Matrix Approximation

DOI10.1137/21M1397866zbMath1492.65111arXiv2101.01247OpenAlexW4225266577MaRDI QIDQ5863873

Eric Hallman

Publication date: 3 June 2022

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2101.01247

zbMATH Keywords

randomized algorithmlow-rank matrix approximationblock Lanczosfixed-accuracy problem

Mathematics Subject Classification ID

Numerical computation of matrix norms, conditioning, scaling (65F35) Randomized algorithms (68W20) Numerical methods for low-rank matrix approximation; matrix compression (65F55)

Uses Software

• Matlab
• SparseMatrix
• ABLE
• LSMR

Cites Work

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• Structural Convergence Results for Approximation of Dominant Subspaces from Block Krylov Spaces
• Calculating the Singular Values and Pseudo-Inverse of a Matrix

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