Single-pass randomized algorithms for LU decomposition

DOI10.1016/j.laa.2020.03.001zbMath1434.15012OpenAlexW3010492783MaRDI QIDQ2306297

Hanyu Li, Shuheng Yin

Publication date: 20 March 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.2020.03.001

zbMATH Keywords

error boundrandomized algorithmLU decompositionsingle-pass

Mathematics Subject Classification ID

Factorization of matrices (15A23) Randomized algorithms (68W20)

Related Items (4)

Pass-efficient randomized LU algorithms for computing low-rank matrix approximation ⋮ Pass-efficient truncated UTV for low-rank approximations ⋮ Randomized block Krylov subspace methods for trace and log-determinant estimators ⋮ Single-pass randomized QLP decomposition for low-rank approximation

Uses Software

• mctoolbox

Cites Work

• Finding structure with randomness: Probabilistic algorithms for constructing approximate matrix decompositions
• On the existence and computation of rank-revealing LU factorizations
• Randomized LU decomposition
• Strong rank revealing LU factorizations
• Randomized LU decomposition using sparse projections
• Smallest singular value of random matrices and geometry of random polytopes
• Computational Advertising: Techniques for Targeting Relevant Ads
• Practical Sketching Algorithms for Low-Rank Matrix Approximation
• Subspace-Orbit Randomized Decomposition for Low-Rank Matrix Approximations
• Accuracy and Stability of Numerical Algorithms
• Smallest singular value of sparse random matrices
• Pass-Efficient Randomized Algorithms for Low-Rank Matrix Approximation Using Any Number of Views
• Streaming Low-Rank Matrix Approximation with an Application to Scientific Simulation
• Subspace Iteration Randomization and Singular Value Problems

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