Practical Sketching Algorithms for Low-Rank Matrix Approximation
نویسندگان
چکیده
منابع مشابه
Practical Sketching Algorithms for Low-Rank Matrix Approximation
This paper describes a suite of algorithms for constructing low-rank approximations of an input matrix from a random linear image, or sketch, of the matrix. These methods can preserve structural properties of the input matrix, such as positive-semidefiniteness, and they can produce approximations with a user-specified rank. The algorithms are simple, accurate, numerically stable, and provably c...
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ژورنال
عنوان ژورنال: SIAM Journal on Matrix Analysis and Applications
سال: 2017
ISSN: 0895-4798,1095-7162
DOI: 10.1137/17m1111590