A Generalized Randomized Rank-Revealing Factorization
From MaRDI portal
Publication:6325285
arXiv1909.06524MaRDI QIDQ6325285FDOQ6325285
Ioana Dumitriu, Grey Ballard, Alexander Rusciano, James Demmel
Publication date: 13 September 2019
Abstract: We introduce a Generalized Randomized QR-decomposition that may be applied to arbitrary products of matrices and their inverses, without needing to explicitly compute the products or inverses. This factorization is a critical part of a communication-optimal spectral divide-and-conquer algorithm for the nonsymmetric eigenvalue problem. In this paper, we establish that this randomized QR-factorization satisfies the strong rank-revealing properties. We also formally prove its stability, making it suitable in applications. Finally, we present numerical experiments which demonstrate that our theoretical bounds capture the empirical behavior of the factorization.
This page was built for publication: A Generalized Randomized Rank-Revealing Factorization
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6325285)
