Finding structure with randomness: Probabilistic algorithms for constructing approximate matrix decompositions (Q93618): Difference between revisions

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Finding Structure with Randomness: Probabilistic Algorithms for Constructing Approximate Matrix Decompositions
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scientific article; zbMATH DE number 6005534
Property / publication date
 
11 February 2012
Timestamp+2012-02-11T00:00:00Z
Timezone+00:00
CalendarGregorian
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Property / publication date: 11 February 2012 / rank
 
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Property / author: Nathan Halko / rank
 
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Property / author: Joel A. Tropp / rank
 
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Property / author: Per-Gunnar Martinsson / rank
 
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Property / DOI: 10.1137/090771806 / rank
 
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Finding Structure with Randomness: Probabilistic Algorithms for Constructing Approximate Matrix Decompositions (English)
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Property / zbMATH Open document ID: 1269.65043 / rank
 
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Property / published in: SIAM Review / rank
 
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Property / full work available at URL: https://arxiv.org/abs/0909.4061 / rank
 
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Property / zbMATH DE Number: 6005534 / rank
 
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dimension reduction
Property / zbMATH Keywords: dimension reduction / rank
 
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eigenvalue decomposition
Property / zbMATH Keywords: eigenvalue decomposition / rank
 
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interpolative decomposition
Property / zbMATH Keywords: interpolative decomposition / rank
 
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Johnson-lindenstrauss lemma
Property / zbMATH Keywords: Johnson-lindenstrauss lemma / rank
 
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matrix approximation
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parallel algorithm
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pass-efficient algorithm
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principal component analysis
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randomized algorithm
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random matrix
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rank-revealing QR factorization
Property / zbMATH Keywords: rank-revealing QR factorization / rank
 
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singular value decomposition
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streaming algorithm
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numerical examples
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data analysis
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scientific computing
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sparse input matrix
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Krylov subspace methods
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Latest revision as of 00:01, 15 September 2024

scientific article; zbMATH DE number 6005534
  • Finding Structure with Randomness: Probabilistic Algorithms for Constructing Approximate Matrix Decompositions
Language Label Description Also known as
English
Finding structure with randomness: Probabilistic algorithms for constructing approximate matrix decompositions
scientific article; zbMATH DE number 6005534
  • Finding Structure with Randomness: Probabilistic Algorithms for Constructing Approximate Matrix Decompositions

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22 September 2009
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11 February 2012
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math.NA
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math.PR
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Finding Structure with Randomness: Probabilistic Algorithms for Constructing Approximate Matrix Decompositions (English)
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dimension reduction
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eigenvalue decomposition
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interpolative decomposition
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Johnson-lindenstrauss lemma
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matrix approximation
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parallel algorithm
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pass-efficient algorithm
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principal component analysis
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randomized algorithm
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random matrix
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rank-revealing QR factorization
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singular value decomposition
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streaming algorithm
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numerical examples
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data analysis
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scientific computing
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sparse input matrix
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Krylov subspace methods
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