Efficient bounds and estimates for canonical angles in randomized subspace approximations
From MaRDI portal
Publication:6641761
DOI10.1137/23m1584733MaRDI QIDQ6641761
Yuji Nakatsukasa, Yijun Dong, Per-Gunnar Martinsson
Publication date: 21 November 2024
Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)
Computational methods for sparse matrices (65F50) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical methods for low-rank matrix approximation; matrix compression (65F55)
Cites Work
- Unnamed Item
- Unnamed Item
- Finding structure with randomness: Probabilistic algorithms for constructing approximate matrix decompositions
- CUR matrix decompositions for improved data analysis
- A randomized algorithm for the decomposition of matrices
- A fast randomized algorithm for the approximation of matrices
- The approximation of one matrix by another of lower rank.
- Matrix Algorithms
- A DEIM Induced CUR Factorization
- Improved Matrix Algorithms via the Subsampled Randomized Hadamard Transform
- Computational Advertising: Techniques for Targeting Relevant Ads
- A fast randomized algorithm for overdetermined linear least-squares regression
- IMPROVED ANALYSIS OF THE SUBSAMPLED RANDOMIZED HADAMARD TRANSFORM
- Low-Rank Approximation and Regression in Input Sparsity Time
- Relative-Error $CUR$ Matrix Decompositions
- Estimating the Largest Eigenvalue by the Power and Lanczos Algorithms with a Random Start
- Randomized Subspace Iteration: Analysis of Canonical Angles and Unitarily Invariant Norms
- High-Dimensional Statistics
- High-Dimensional Probability
- Numerical Methods for Computing Angles Between Linear Subspaces
- Sharp error bounds for Ritz vectors and approximate singular vectors
- Subspace Iteration Randomization and Singular Value Problems
- Low-distortion subspace embeddings in input-sparsity time and applications to robust linear regression
- The Rotation of Eigenvectors by a Perturbation. III
- Perturbation theory for pseudo-inverses
- Randomized numerical linear algebra: Foundations and algorithms
- Simpler is better: a comparative study of randomized pivoting algorithms for CUR and interpolative decompositions
- Admissible subspaces and the subspace iteration method
- Randomized Nyström Preconditioning
- Hutch++: Optimal Stochastic Trace Estimation
This page was built for publication: Efficient bounds and estimates for canonical angles in randomized subspace approximations