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Randomized algorithms for the low-rank approximation of matrices
We describe two recently proposed randomized algorithms for the construction of low-rank approximations to matrices, and demonstrate their application (inter alia) to the evaluation of the singular value decompositions of numerically low-rank matrices. Being probabilistic, the schemes described here...
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| Hauptverfasser: | , , , , |
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| Format: | Artigo |
| Sprache: | Inglês |
| Veröffentlicht: |
National Academy of Sciences
2007
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| Schlagworte: | |
| Online Zugang: | https://ncbi.nlm.nih.gov/pmc/articles/PMC2154402/ https://ncbi.nlm.nih.gov/pubmed/18056803 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1073/pnas.0709640104 |
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