Randomized algorithms in numerical linear algebra
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Linear regression; mixed models (62J05) Multilinear algebra, tensor calculus (15A69) Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) Randomized algorithms (68W20) Preconditioners for iterative methods (65F08) Iterative numerical methods for linear systems (65F10)
Recommendations
- Lectures on randomized numerical linear algebra
- Randomized Algorithms for Matrices and Data
- A fast randomized algorithm for the approximation of matrices
- Finding structure with randomness: probabilistic algorithms for constructing approximate matrix decompositions
- A fast randomized algorithm for overdetermined linear least-squares regression
Cites work
- scientific article; zbMATH DE number 194093 (Why is no real title available?)
- scientific article; zbMATH DE number 1775450 (Why is no real title available?)
- scientific article; zbMATH DE number 2109363 (Why is no real title available?)
- scientific article; zbMATH DE number 961607 (Why is no real title available?)
- scientific article; zbMATH DE number 967931 (Why is no real title available?)
- A sparse Johnson-Lindenstrauss transform
- A theory of pseudoskeleton approximations
- Adaptive Sampling and Fast Low-Rank Matrix Approximation
- An algorithmic theory of learning: Robust concepts and random projection
- An elementary proof of a theorem of Johnson and Lindenstrauss
- Fast Monte Carlo Algorithms for Matrices II: Computing a Low-Rank Approximation to a Matrix
- Fast approximation of matrix coherence and statistical leverage
- Fast computation of low-rank matrix approximations
- Fast monte-carlo algorithms for finding low-rank approximations
- 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
- Graph sparsification by effective resistances
- Improved analysis of the subsampled randomized Hadamard transform
- Input sparsity time low-rank approximation via ridge leverage score sampling
- Low-distortion subspace embeddings in input-sparsity time and applications to robust linear regression
- Lx = b
- Matrix approximation and projective clustering via volume sampling
- Most tensor problems are NP-hard
- Nearly tight oblivious subspace embeddings by trace inequalities
- Numerical linear algebra in the streaming model
- On tail probabilities for martingales
- Randomized Algorithms for Matrices and Data
- Relative-Error $CUR$ Matrix Decompositions
- Sampling from large matrices
- Sketching as a tool for numerical linear algebra
- Sparser Johnson-Lindenstrauss transforms
- Spectral algorithms
- Strong converse for identification via quantum channels
- The maximal-volume concept in approximation by low-rank matrices
- Uniform sampling for matrix approximation
Cited in
(28)- Estimating Leverage Scores via Rank Revealing Methods and Randomization
- Lectures on randomized numerical linear algebra
- Fast and accurate randomized algorithms for linear systems and eigenvalue problems
- Triangular \(x\)-basis decompositions and derandomization of linear algebra algorithms over \(K[x]\)
- Three matrix factorizations from the steps of elimination
- Bootstrapping the operator norm in high dimensions: error estimation for covariance matrices and sketching
- Spatio-temporal proper orthogonal decomposition of turbulent channel flow
- A bootstrap method for error estimation in randomized matrix multiplication
- Randomized numerical linear algebra: Foundations and algorithms
- A fast randomized algorithm for orthogonal projection
- Best and random approximation of a convex body by a polytope
- Sketching as a tool for numerical linear algebra
- Randomized method of successive approximations for solving systems of linear algebraic equations
- Pass-efficient randomized LU algorithms for computing low-rank matrix approximation
- On the convergence of randomized and greedy relaxation schemes for solving nonsingular linear systems of equations
- A literature survey of matrix methods for data science
- Determinantal point processes in randomized numerical linear algebra
- Randomized Algorithms for Matrices and Data
- scientific article; zbMATH DE number 7559394 (Why is no real title available?)
- scientific article; zbMATH DE number 7765405 (Why is no real title available?)
- \textit{Lu} and \textit{CR} elimination
- A fast randomized algorithm for overdetermined linear least-squares regression
- Randomized preprocessing of homogeneous linear systems of equations
- Randomized Nyström Preconditioning
- A multilevel Monte Carlo estimator for matrix multiplication
- Random sampling and efficient algorithms for multiscale PDEs
- Using randomization to make recursive matrix algorithms practical
- Solving sparse principal component analysis with global support
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