Randomized GCUR decompositions
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Cites work
- A DEIM induced CUR factorization
- A generalized CUR decomposition for matrix pairs
- A Hybrid DEIM and Leverage Scores Based Method for CUR Index Selection
- A randomized method for solving discrete ill-posed problems
- A Restricted SVD type CUR Decomposition for Matrix Triplets
- A theory of pseudoskeleton approximations
- An `empirical interpolation' method: Application to efficient reduced-basis discretization of partial differential equations
- An extended DEIM algorithm for subset selection and class identification
- An introduction to statistical learning. With applications in R
- Bounds on Perturbations of Generalized Singular Values and of Associated Subspaces
- Computing the CS and the generalized singular value decompositions
- Computing the CS decomposition of a partitioned orthonormal matrix
- Computing the Generalized Singular Value Decomposition
- Computing the generalized singular values/vectors of large sparse or structured matrix pairs
- CUR matrix decompositions for improved data analysis
- Efficient algorithms for CUR and interpolative matrix decompositions
- Finding structure with randomness: probabilistic algorithms for constructing approximate matrix decompositions
- Four algorithms for the the efficient computation of truncated pivoted QR approximations to a sparse matrix
- Generalizing the Singular Value Decomposition
- scientific article; zbMATH DE number 194139 (Why is no real title available?)
- scientific article; zbMATH DE number 3891550 (Why is no real title available?)
- Improving CUR matrix decomposition and the Nyström approximation via adaptive sampling
- Nonlinear Dimensionality Reduction for Discriminative Analytics of Multiple Datasets
- Nonlinear model reduction via discrete empirical interpolation
- Numerical and symbolic computations of generalized inverses
- On the computation of the restricted singular value decomposition via the cosine-sine decomposition
- Perturbation Analysis for the Generalized Singular Value Problem
- Perturbations of CUR Decompositions
- Random projections for the nonnegative least-squares problem
- Randomized algorithms for generalized Hermitian eigenvalue problems with application to computing Karhunen-Loève expansion.
- Randomized algorithms for generalized singular value decomposition with application to sensitivity analysis
- Randomized algorithms for total least squares problems
- Randomized core reduction for discrete ill-posed problem
- Randomized Discrete Empirical Interpolation Method for Nonlinear Model Reduction
- Randomized generalized singular value decomposition
- Rank-Deficient and Discrete Ill-Posed Problems
- Regularization with randomized SVD for large-scale discrete inverse problems
- Relative-Error CUR Matrix Decompositions
- Robust CUR Decomposition: Theory and Imaging Applications
- Stability of discrete empirical interpolation and gappy proper orthogonal decomposition with randomized and deterministic sampling points
- The Discrete Empirical Interpolation Method: Canonical Structure and Formulation in Weighted Inner Product Spaces
- The many proofs of an identity on the norm of oblique projections
- The maximal-volume concept in approximation by low-rank matrices
- The Restricted Singular Value Decomposition of Matrix Triplets
- The Restricted Singular Value Decomposition: Properties and Applications
- Tikhonov regularization and randomized GSVD
- Towards a Generalized Singular Value Decomposition
- Two harmonic Jacobi-Davidson methods for computing a partial generalized singular value decomposition of a large matrix pair
Cited in
(5)- A Hybrid DEIM and Leverage Scores Based Method for CUR Index Selection
- A Restricted SVD type CUR Decomposition for Matrix Triplets
- CPQR-based randomized algorithms for generalized CUR decompositions
- Online randomized interpolative decomposition with \textit{a posteriori} error estimator for temporal PDE data reduction
- Efficient quaternion CUR decomposition based on discrete empirical interpolation method
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