rsvd

MaRDI QIDQ27976swMATHCRANFDO

Authors N. Benjamin Erichson

Last update 17 October 2026

Copyright license GNU General Public License

Software version identifier 1.0.5, PACKAGES.rds, 0.3, 0.6, 0.9, 1.0.0, 1.0.1, 1.0.2, 1.0.3, 1.0.6

Official website https://cran.r-project.org/web/packages/rsvd/index.html

Source code repository https://github.com/cran/rsvd

Description

Low-rank matrix decompositions are fundamental tools and widely used for data analysis, dimension reduction, and data compression. Classically, highly accurate deterministic matrix algorithms are used for this task. However, the emergence of large-scale data has severely challenged our computational ability to analyze big data. The concept of randomness has been demonstrated as an effective strategy to quickly produce approximate answers to familiar problems such as the singular value decomposition (SVD). The rsvd package provides several randomized matrix algorithms such as the randomized singular value decomposition (rsvd), randomized principal component analysis (rpca), randomized robust principal component analysis (rrpca), randomized interpolative decomposition (rid), and the randomized CUR decomposition (rcur). In addition several plot functions are provided.

Cited in

(43)

• LRQMM
• TCA
• Rclust
• SHARP
• PASTA
• Sparse principal component analysis via variable projection
• Randomized model order reduction
• Reduced multidimensional scaling
• RSVDPACK
• ID
• Coupled and uncoupled dynamic mode decomposition in multi-compartmental systems with applications to epidemiological and additive manufacturing problems
• RSpectra
• rCUR
• Randomized local model order reduction
• Rmtstat
• irlba
• onlinePCA
• Algorithm 971
• idm
• rpca
• randUTV
• sparsepca
• Ristretto
• Randomized Spectral Clustering in Large-Scale Stochastic Block Models
• Modern Koopman theory for dynamical systems
• Subspaces analysis for random projection UTV framework
• Randomized Projection for Rank-Revealing Matrix Factorizations and Low-Rank Approximations
• Decomposition into low-rank plus additive matrices for background/foreground separation: a review for a comparative evaluation with a large-scale dataset
• Pass-efficient randomized algorithms for low-rank matrix approximation using any number of views
• svt
• PyDMD
• RobRSVD
• RandNLA
• PyNumDiff
• LANDO
• wordvector
• harf
• text2map
• FPCdpca
• MUGS
• nlpembeds
• SPECK
• jackstraw

This page was built for software: rsvd