Finding structure with randomness: probabilistic algorithms for constructing approximate matrix decompositions (Q93618)
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scientific article; zbMATH DE number 6005534
- Finding Structure with Randomness: Probabilistic Algorithms for Constructing Approximate Matrix Decompositions
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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
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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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0.8476576209068298
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0.8439518809318542
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0.839652419090271
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0.8356796503067017
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