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 | |||||||||||||||
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11 February 2012
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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 / full work available at URL: https://resolver.caltech.edu/CaltechAUTHORS:20111025-085943917 / rank | |||||||||||||||
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Property / Mathematics Subject Classification ID: 65F30 / rank | |||||||||||||||
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Property / Mathematics Subject Classification ID: 68W20 / rank | |||||||||||||||
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Property / Mathematics Subject Classification ID: 60B20 / rank | |||||||||||||||
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Property / Mathematics Subject Classification ID: 65Y05 / rank | |||||||||||||||
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Property / Mathematics Subject Classification ID: 15B52 / rank | |||||||||||||||
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Property / Mathematics Subject Classification ID: 62-07 / rank | |||||||||||||||
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Property / zbMATH DE Number: 6005534 / rank | |||||||||||||||
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dimension reduction | |||||||||||||||
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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 | |||||||||||||||
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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 | |||||||||||||||
Property / zbMATH Keywords: singular value decomposition / rank | |||||||||||||||
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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 | |||||||||||||||
Property / zbMATH Keywords: sparse input matrix / rank | |||||||||||||||
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Krylov subspace methods | |||||||||||||||
Property / zbMATH Keywords: Krylov subspace methods / rank | |||||||||||||||
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Property / OpenAlex ID: W2117756735 / rank | |||||||||||||||
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Property / Wikidata QID: Q46236603 / rank | |||||||||||||||
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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 |
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English | Finding structure with randomness: Probabilistic algorithms for constructing approximate matrix decompositions |
scientific article; zbMATH DE number 6005534 |
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Statements
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
0 references
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
0 references