Stochastic algorithms in linear algebra -- beyond the Markov chains and von Neumann-Ulam scheme
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Publication:3075261
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- A principal axis transformation for non-hermitian matrices
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- Algorithms for Numerical Analysis in High Dimensions
- Clustering large graphs via the singular value decomposition
- Estimation of singular values of very large matrices using random sampling
- Extensions of Lipschitz mappings into a Hilbert space
- Fast Monte Carlo Algorithms for Matrices I: Approximating Matrix Multiplication
- Fast computation of low rank matrix approximations
- Fast monte-carlo algorithms for finding low-rank approximations
- Monte Carlo Methods for Applied Scientists
- On the Early History of the Singular Value Decomposition
- Random Walk on Fixed Spheres for Laplace and Lamé equations
- Randomized algorithms for the low-rank approximation of matrices
- Rapid solution of integral equations of classical potential theory
- Robustness and applicability of Markov chain Monte Carlo algorithms for eigenvalue problems
- Singular Value Decomposition, Eigenfaces, and 3D Reconstructions
- Sparsified Randomization Algorithms for large systems of linear equations and a new version of the Random Walk on Boundary method
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- The Fundamental Theorem of Linear Algebra
- The fast Johnson-Lindenstrauss transform and approximate nearest neighbors
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- Randomized Monte Carlo algorithms for matrix iterations and solving large systems of linear equations
- An efficient Monte Carlo solution for problems with random matrices
- A new randomized vector algorithm for iterative solution of large linear systems
- Stochastic iterative projection methods for large linear systems
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