Pass-efficient randomized LU algorithms for computing low-rank matrix approximation

DOI10.1515/mcma-2023-2012zbMath1525.65041arXiv2002.07138OpenAlexW4386027728MaRDI QIDQ6073724

Michael Mascagni, Bolong Zhang

Publication date: 18 September 2023

Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2002.07138

zbMATH Keywords

low-rank matrix approximationrandomized SVDrandomized numerical linear algebrarandomized LU

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Numerical methods for low-rank matrix approximation; matrix compression (65F55)

Cites Work

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