Pass-Efficient Randomized Algorithms for Low-Rank Matrix Approximation Using Any Number of Views
From MaRDI portal
Publication:5194597
DOI10.1137/18M118966XzbMath1437.65029arXiv1804.07531MaRDI QIDQ5194597
Publication date: 16 September 2019
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1804.07531
Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Randomized algorithms (68W20) Numerical methods for low-rank matrix approximation; matrix compression (65F55)
Related Items
Pass-efficient randomized LU algorithms for computing low-rank matrix approximation ⋮ Pass-efficient truncated UTV for low-rank approximations ⋮ A randomized algorithm for tensor singular value decomposition using an arbitrary number of passes ⋮ Single-pass randomized algorithms for LU decomposition ⋮ Single-pass randomized QLP decomposition for low-rank approximation
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Finding structure with randomness: Probabilistic algorithms for constructing approximate matrix decompositions
- A randomized algorithm for the decomposition of matrices
- Faster least squares approximation
- A fast algorithm for the inversion of general Toeplitz matrices
- Compression approaches for the regularized solutions of linear systems from large-scale inverse problems
- A fast randomized algorithm for the approximation of matrices
- Dimension-independent likelihood-informed MCMC
- Monte Carlo simulation of permeability fields and reservoir performance predictions with SVD parameterization in RML compared with EnKF
- Calculating derivatives for automatic history matching
- Automatic differentiation: Applications, theory, and implementations. Selected papers based on the presentation at the 4th international conference on automatic differentiation (AD), Chicago, IL, USA, July 20--23, 2004
- A Randomized Blocked Algorithm for Efficiently Computing Rank-revealing Factorizations of Matrices
- Regularization with randomized SVD for large-scale discrete inverse problems
- LSRN: A Parallel Iterative Solver for Strongly Over- or Underdetermined Systems
- A Computational Framework for Infinite-Dimensional Bayesian Inverse Problems, Part II: Stochastic Newton MCMC with Application to Ice Sheet Flow Inverse Problems
- Likelihood-informed dimension reduction for nonlinear inverse problems
- Computational Advertising: Techniques for Targeting Relevant Ads
- Dimensionality Reduction for k-Means Clustering and Low Rank Approximation
- Randomized algorithms for the low-rank approximation of matrices
- A fast randomized algorithm for overdetermined linear least-squares regression
- An Algorithm for the Principal Component Analysis of Large Data Sets
- Randomized Algorithms for Matrices and Data
- Blendenpik: Supercharging LAPACK's Least-Squares Solver
- Algorithm 971
- Low-Rank Approximation and Regression in Input Sparsity Time
- Randomized Iterative Methods for Linear Systems
- Optimization with PDE Constraints
- Evaluating Derivatives
- A Randomized Algorithm for Principal Component Analysis
- Iterative SVD-Based Methods for Ill-Posed Problems
- Efficient Randomized Algorithms for the Fixed-Precision Low-Rank Matrix Approximation
- Practical Sketching Algorithms for Low-Rank Matrix Approximation
- randUTV
- Subspace Iteration Randomization and Singular Value Problems
- Optimal principal component analysis in distributed and streaming models
- Structural Convergence Results for Approximation of Dominant Subspaces from Block Krylov Spaces
