Pass-Efficient Randomized Algorithms for Low-Rank Matrix Approximation Using Any Number of Views

DOI10.1137/18M118966XzbMath1437.65029arXiv1804.07531MaRDI QIDQ5194597

Elvar K. Bjarkason

Publication date: 16 September 2019

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1804.07531

zbMATH Keywords

random; singular value decomposition; block Krylov; low rank; subspace iteration; single pass

Mathematics Subject Classification ID

65F15: Numerical computation of eigenvalues and eigenvectors of matrices

68W20: Randomized algorithms

65F55: Numerical methods for low-rank matrix approximation; matrix compression

Uses Software

• Blendenpik
• LSRN
• rsvd
• Algorithm 971
• randUTV