A fast randomized algorithm for the approximation of matrices
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Publication:952399
DOI10.1016/J.ACHA.2007.12.002zbMATH Open1155.65035OpenAlexW4213311204MaRDI QIDQ952399FDOQ952399
Authors: Franco Woolfe, Edo Liberty, Vladimir Rokhlin, Mark Tygert 
Publication date: 12 November 2008
Published in: Applied and Computational Harmonic Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.acha.2007.12.002
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Cited In (only showing first 100 items - show all)
- Fast Monte Carlo Algorithms for Matrices I: Approximating Matrix Multiplication
- Fast approximation of matrix coherence and statistical leverage
- Fast dimension reduction using Rademacher series on dual BCH codes
- Randomized algorithms for the low-rank approximation of matrices
- Title not available (Why is that?)
- Finding structure with randomness: probabilistic algorithms for constructing approximate matrix decompositions
- Randomized block Krylov methods for approximating extreme eigenvalues
- Randomized Quaternion Singular Value Decomposition for Low-Rank Matrix Approximation
- Matrix probing: a randomized preconditioner for the wave-equation Hessian
- Compression of the electron repulsion integral tensor in tensor hypercontraction format with cubic scaling cost
- FSTTCS 2004: Foundations of Software Technology and Theoretical Computer Science
- Stochastic boundary methods of fundamental solutions for solving PDEs
- An ACA-SBM for some 2D steady-state heat conduction problems
- Fast construction of hierarchical matrix representation from matrix-vector multiplication
- A randomized algorithm for the decomposition of matrices
- A randomized algorithm for a tensor-based generalization of the singular value decomposition
- A simple filter for detecting low-rank submatrices
- Detecting low-rank clusters via random sampling
- Randomized numerical linear algebra: Foundations and algorithms
- A bootstrap method for error estimation in randomized matrix multiplication
- Efficient methods for grouping vectors into low-rank clusters
- Sketched ridge regression: optimization perspective, statistical perspective, and model averaging
- Randomized complete pivoting for solving symmetric indefinite linear systems
- Randomized algorithms for the computation of multilinear rank-\((\mu_1,\mu_2,\mu_3)\) approximations
- A fast randomized algorithm for the approximation of matrices
- An \(\mathcal O(N\log N)\) fast direct solver for partial hierarchically semi-separable matrices. With application to radial basis function interpolation
- A fast randomized algorithm for orthogonal projection
- Improved matrix algorithms via the subsampled randomized Hadamard transform
- Computing low-rank approximations of large-scale matrices with the tensor network randomized SVD
- Approximation error in regularized SVD-based Fourier continuations
- Efficient algorithms for CUR and interpolative matrix decompositions
- Fast Monte Carlo Algorithms for Matrices II: Computing a Low-Rank Approximation to a Matrix
- Randomized interpolative decomposition of separated representations
- Sparsified randomization algorithms for low rank approximations and applications to integral equations and inhomogeneous random field simulation
- A Fast Random Sampling Algorithm for Sparsifying Matrices
- Subspace Iteration Randomization and Singular Value Problems
- Fast algorithms for Brownian matrices
- Fast O(n) complexity algorithms for diagonal innovation matrices
- Title not available (Why is that?)
- Randomized approximation of the Gram matrix: exact computation and probabilistic bounds
- Efficient randomized algorithms for the fixed-precision low-rank matrix approximation
- Randomized methods for matrix computations
- Large-scale stochastic linear inversion using hierarchical matrices. Illustrated with an application to crosswell tomography in seismic imaging
- Improved analysis of the subsampled randomized Hadamard transform
- An \(O(N)\) direct solver for integral equations on the plane
- Randomized generalized singular value decomposition
- New studies of randomized augmentation and additive preprocessing
- Tikhonov regularization and randomized GSVD
- Multidimensional butterfly factorization
- Randomized Projection for Rank-Revealing Matrix Factorizations and Low-Rank Approximations
- A fast randomized algorithm for overdetermined linear least-squares regression
- Fast structured direct spectral methods for differential equations with variable coefficients. I. The one-dimensional case
- Estimation of horizontal and vertical translations of large images based on columns and rows mean energy matching
- Stochastic algorithms in linear algebra -- beyond the Markov chains and von Neumann-Ulam scheme
- Low-Rank Factorizations in Data Sparse Hierarchical Algorithms for Preconditioning Symmetric Positive Definite Matrices
- An efficient randomized algorithm for computing the approximate Tucker decomposition
- A fast direct solver for the integral equations of scattering theory on planar curves with corners
- The Fourier approximation of smooth but non-periodic functions from unevenly spaced data
- Literature survey on low rank approximation of matrices
- Sparsified Randomization Algorithms for large systems of linear equations and a new version of the Random Walk on Boundary method
- A model reduction method for multiscale elliptic PDEs with random coefficients using an optimization approach
- Randomized LU decomposition
- Random sampling and efficient algorithms for multiscale PDEs
- Randomized model order reduction
- Paved with good intentions: analysis of a randomized block Kaczmarz method
- Sketched approximation of regularized canonical correlation analysis
- An adaptive fast direct solver for boundary integral equations in two dimensions
- Streaming low-rank matrix approximation with an application to scientific simulation
- RidgeSketch: a fast sketching based solver for large scale ridge regression
- Fast monte-carlo algorithms for finding low-rank approximations
- Butterfly factorization
- A new fast direct solver for the boundary element method
- Stochastic iterative projection methods for large linear systems
- Randomized algorithms in numerical linear algebra
- A randomized algorithm for principal component analysis
- Sampling from large matrices
- randUTV: a blocked randomized algorithm for computing a rank-revealing UTV factorization
- Randomized alternating least squares for canonical tensor decompositions: application to a PDE with random data
- Adaptively compressed polarizability operator for accelerating large scale ab initio phonon calculations
- Randomized estimation of spectral densities of large matrices made accurate
- Randomized low-rank approximation methods for projection-based model order reduction of large nonlinear dynamical problems
- Pass-efficient randomized algorithms for low-rank matrix approximation using any number of views
- Cluster-based generalized multiscale finite element method for elliptic PDEs with random coefficients
- An efficient algorithm for computing the approximate t-URV and its applications
- Fast randomized iteration: diffusion Monte Carlo through the Lens of numerical linear algebra
- Fast and accurate randomized algorithms for linear systems and eigenvalue problems
- Randomized QLP decomposition
- Matrix decompositions using sub-Gaussian random matrices
- SVD-based algorithms for fully-connected tensor network decomposition
- Far-field compression for fast kernel summation methods in high dimensions
- Bootstrapping the operator norm in high dimensions: error estimation for covariance matrices and sketching
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- A block bidiagonalization method for fixed-accuracy low-rank matrix approximation
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- Sublinear Cost Low Rank Approximation via Subspace Sampling
- Randomized Sketching for Krylov Approximations of Large-Scale Matrix Functions
- Randomized LU decomposition using sparse projections
- Pass-efficient methods for compression of high-dimensional turbulent flow data
- A robust randomized indicator method for accurate symmetric eigenvalue detection
- A sketch-and-select Arnoldi process
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