Estimation of singular values of very large matrices using random sampling

DOI10.1016/S0898-1221(01)00244-9zbMath1004.68215MaRDI QIDQ1612504

H. Samukawa, O. King, Georges Dupret, Mei Kobayashi

Publication date: 25 August 2002

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

zbMATH Keywords

singular value decomposition

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Randomized algorithms (68W20)

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Uses Software

• LAPACK
• ScaLAPACK
• LINPACK
• svdpack

Cites Work

• An introduction to randomized algorithms
• Fernando's solution to Wilkinson's problem: An application of double factorization
• A Fast Monte-Carlo Test for Primality
• The Lanczos Algorithm with Selective Orthogonalization
• On the Early History of the Singular Value Decomposition
• ScaLAPACK Users' Guide
• Using Linear Algebra for Intelligent Information Retrieval
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