Single-pass randomized algorithms for LU decomposition

DOI10.1016/J.LAA.2020.03.001MaRDI QIDQ2306297zbMATH OpenOpenAlexFDO

Authors Hanyu Li, Shuheng Yin

Publication date 20 March 2020

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.laa.2020.03.001

zbMATH Keywords

error boundLU decompositionrandomized algorithmsingle-pass

Mathematics Subject Classification ID

Factorization of matrices (15A23) Randomized algorithms (68W20)

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• Fast Monte Carlo Algorithms for Matrices III: Computing a Compressed Approximate Matrix Decomposition
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Cites work

• Accuracy and Stability of Numerical Algorithms
• Finding structure with randomness: probabilistic algorithms for constructing approximate matrix decompositions
• On the existence and computation of rank-revealing LU factorizations
• Pass-efficient randomized algorithms for low-rank matrix approximation using any number of views
• Practical sketching algorithms for low-rank matrix approximation
• Randomized LU decomposition
• Randomized LU decomposition using sparse projections
• Sketching as a tool for numerical linear algebra
• Smallest singular value of random matrices and geometry of random polytopes
• Smallest singular value of sparse random matrices
• Streaming low-rank matrix approximation with an application to scientific simulation
• Strong rank revealing LU factorizations
• Subspace Iteration Randomization and Singular Value Problems
• Subspace-Orbit Randomized Decomposition for Low-Rank Matrix Approximations

Cited in

(9)

• Randomized LU decomposition
• Randomized LU decomposition using sparse projections
• Randomized block Krylov subspace methods for trace and log-determinant estimators
• Single-pass randomized QLP decomposition for low-rank approximation
• Pass-efficient randomized LU algorithms for computing low-rank matrix approximation
• Pass-efficient truncated UTV for low-rank approximations
• Distributed algorithms for solving linear algebraic equations: an optimal control perspective
• Low-rank approximation: randomized QR with column pivoting and related methods using sparse projection and pass-efficient techniques
• Error analysis of randomized symplectic model order reduction for Hamiltonian systems

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