scientific article; zbMATH DE number 1953870

MaRDI QIDQ4415041zbMATH OpenFDO

Authors Eleni Drinea, Patrick S. Huggins, Petros Drineas

Publication date 28 July 2003

Full work available at URL http://link.springer.de/link/service/series/0558/bibs/2563/25630279.htm

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Computing methodologies and applications (68U99) Randomized algorithms (68W20) Approximation algorithms (68W25)

Recommendations

• Finding structure with randomness: probabilistic algorithms for constructing approximate matrix decompositions
• A fast randomized algorithm for the approximation of matrices
• Fast Monte Carlo Algorithms for Matrices II: Computing a Low-Rank Approximation to a Matrix
• A randomized algorithm for the decomposition of matrices
• Fast monte-carlo algorithms for finding low-rank approximations

Cited in

(10)

• Finding structure with randomness: probabilistic algorithms for constructing approximate matrix decompositions
• Low-rank incremental methods for computing dominant singular subspaces
• DHCC: divisive hierarchical clustering of categorical data
• Stochastic boundary methods of fundamental solutions for solving PDEs
• Fast singular value thresholding without singular value decomposition
• Randomized singular spectrum analysis for long time series
• Fast and Accurate Proper Orthogonal Decomposition using Efficient Sampling and Iterative Techniques for Singular Value Decomposition
• Sufficient ensemble size for random matrix theory-based handling of singular covariance matrices
• Sparsified randomization algorithms for low rank approximations and applications to integral equations and inhomogeneous random field simulation
• Stochastic algorithms in linear algebra -- beyond the Markov chains and von Neumann-Ulam scheme

Describes a project that uses

Uses Software

• eigs

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