Randomized algorithms for distributed computation of principal component analysis and singular value decomposition

DOI10.1007/s10444-018-9600-1zbMath1404.65023arXiv1612.08709OpenAlexW2561820995MaRDI QIDQ1633018

Yuval Kluger, Mark Tygert, Hua-Min Li

Publication date: 18 December 2018

Published in: Advances in Computational Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1612.08709

zbMATH Keywords

clusterorthogonalizationparallelspark

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Randomized algorithms (68W20) Orthogonalization in numerical linear algebra (65F25)

Uses Software

• ARPACK
• CholQR
• CholeskyQR2
• Algorithm 971

Cites Work

• Finding structure with randomness: Probabilistic algorithms for constructing approximate matrix decompositions
• Principal component analysis.
• Fast linear algebra is stable
• Fast and RIP-optimal transforms
• Communication-optimal Parallel and Sequential QR and LU Factorizations
• Stability and Performance of Various Singular Value QR Implementations on Multicore CPU with a GPU
• Algorithm 971
• Communication Avoiding Rank Revealing QR Factorization with Column Pivoting
• ARPACK Users' Guide
• A Block Orthogonalization Procedure with Constant Synchronization Requirements
• Mixed-Precision Cholesky QR Factorization and Its Case Studies on Multicore CPU with Multiple GPUs