Randomized Projection for Rank-Revealing Matrix Factorizations and Low-Rank Approximations

DOI10.1137/20M1335571OpenAlexW3047310051WikidataQ114074202 ScholiaQ114074202MaRDI QIDQ5137221

No author found.

Publication date: 2 December 2020

Published in: SIAM Review (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2008.04447

zbMATH Keywords

random samplingQR factorizationlow-rank approximationcolumn pivotingtruncated SVDrank-revealingblocked algorithmsample update

Mathematics Subject Classification ID

Factorization of matrices (15A23) Eigenvalues, singular values, and eigenvectors (15A18) Orthogonalization in numerical linear algebra (65F25)

Related Items (7)

Deep random walk of unitary invariance for large-scale data representation ⋮ Randomized quaternion QLP decomposition for low-rank approximation ⋮ Randomized Quaternion Singular Value Decomposition for Low-Rank Matrix Approximation ⋮ Fast randomized numerical rank estimation for numerically low-rank matrices ⋮ RA-HOOI: rank-adaptive higher-order orthogonal iteration for the fixed-accuracy low multilinear-rank approximation of tensors ⋮ A stochastic perturbation analysis of the QR decomposition and its applications ⋮ Single-pass randomized QLP decomposition for low-rank approximation

Uses Software

• rsvd
• randUTV

Cites Work

• Unnamed Item
• Finding structure with randomness: Probabilistic algorithms for constructing approximate matrix decompositions
• Rang revealing QR factorizations
• A randomized algorithm for the decomposition of matrices
• Basis selection in LOBPCG
• A fast randomized algorithm for the approximation of matrices
• On the convergence of Stewart's QLP algorithm for approximating the SVD
• QR factorization with complete pivoting and accurate computation of the SVD
• A Randomized Blocked Algorithm for Efficiently Computing Rank-revealing Factorizations of Matrices
• Communication-optimal Parallel and Sequential QR and LU Factorizations
• Randomized algorithms for the low-rank approximation of matrices
• Randomized Algorithms for Matrices and Data
• Extensions of Lipschitz mappings into a Hilbert space
• Communication Avoiding Rank Revealing QR Factorization with Column Pivoting
• A Randomized Algorithm for Principal Component Analysis
• The WY Representation for Products of Householder Matrices
• A Storage-Efficient $WY$ Representation for Products of Householder Transformations
• Structure-Preserving and Rank-Revealing QR-Factorizations
• Modification of the Householder Method Based on the Compact WY Representation
• Some Applications of the Rank Revealing QR Factorization
• The QLP Approximation to the Singular Value Decomposition
• The Selection of Prior Distributions by Formal Rules
• A BLAS-3 Version of the QR Factorization with Column Pivoting
• A Practical Randomized CP Tensor Decomposition
• A Robust and Efficient Implementation of LOBPCG
• A Block Orthogonalization Procedure with Constant Synchronization Requirements
• Efficient Algorithms for Computing a Strong Rank-Revealing QR Factorization
• Generalized Canonical Polyadic Tensor Decomposition
• randUTV
• Randomized QR with Column Pivoting
• Householder QR Factorization With Randomization for Column Pivoting (HQRRP)
• A Parallel QR Factorization Algorithm with Controlled Local Pivoting

This page was built for publication: Randomized Projection for Rank-Revealing Matrix Factorizations and Low-Rank Approximations