Estimating Leverage Scores via Rank Revealing Methods and Randomization (Q5006452): Difference between revisions

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+Tighter Low-rank Approximation via Sampling the Leveraged Element
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+Computing rank-revealing QR factorizations of dense matrices
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+Communication Avoiding Rank Revealing QR Factorization with Column Pivoting
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+Adaptive Sampling and Fast Low-Rank Matrix Approximation
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+The Hat Matrix in Regression and ANOVA
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+Conditioning of Leverage Scores and Computation by QR Decomposition
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+The Effect of Coherence on Sampling from Matrices with Orthonormal Columns, and Preconditioned Least Squares Problems
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+Density Independent Algorithms for Sparsifying k-Step Random Walks
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+A BLAS-3 Version of the QR Factorization with Column Pivoting
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+IMPROVED ANALYSIS OF THE SUBSAMPLED RANDOMIZED HADAMARD TRANSFORM
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+Why Are Big Data Matrices Approximately Low Rank?
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