Randomized QLP decomposition

DOI10.1016/j.laa.2020.03.041zbMath1439.65060OpenAlexW3014392090MaRDI QIDQ2176120

Nianci Wu, Hua Xiang

Publication date: 4 May 2020

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.laa.2020.03.041

zbMATH Keywords

singular value decompositionrandomized algorithmQLP decomposition

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Randomized algorithms (68W20) Numerical methods for low-rank matrix approximation; matrix compression (65F55)

Related Items (4)

Randomized quaternion QLP decomposition for low-rank approximation ⋮ Subspaces Analysis for Random Projection UTV Framework ⋮ Pass-efficient truncated UTV for low-rank approximations ⋮ Single-pass randomized QLP decomposition for low-rank approximation

Uses Software

• Regularization tools

Cites Work

• Finding structure with randomness: Probabilistic algorithms for constructing approximate matrix decompositions
• Rang revealing QR factorizations
• A fast randomized algorithm for the approximation of matrices
• On the convergence of Stewart's QLP algorithm for approximating the SVD
• Regularization tools version \(4.0\) for matlab \(7.3\)
• A Randomized Blocked Algorithm for Efficiently Computing Rank-revealing Factorizations of Matrices
• Randomized Algorithms for Matrices and Data
• Communication Avoiding Rank Revealing QR Factorization with Column Pivoting
• A Randomized Algorithm for Principal Component Analysis
• Stewart's pivoted QLP decomposition for low‐rank matrices
• The QLP Approximation to the Singular Value Decomposition
• Efficient Randomized Algorithms for the Fixed-Precision Low-Rank Matrix Approximation
• Practical Sketching Algorithms for Low-Rank Matrix Approximation
• Analysis of a QR Algorithm for Computing Singular Values
• Efficient Algorithms for Computing a Strong Rank-Revealing QR Factorization
• Subspace Iteration Randomization and Singular Value Problems
• Randomized QR with Column Pivoting
• Householder QR Factorization With Randomization for Column Pivoting (HQRRP)
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