A randomized algorithm for rank revealing QR factorizations and applications
نویسندگان
چکیده
The basic steps of a RRQR Factorization are: (i) select columns from the input matrix A, (ii) permute them to leading positions to a new matrix Ap, (iii) compute a QR Factorization Ap = QR, (iv) reveal rank(A) from R. Since their introduction [1, 2], algorithmic trends have involved procedures for deterministically selecting columns from A [3, 4, 5]. Motivated by recent results in theoretical computer science [6, 7, 8] we present a novel algorithm for randomized column selection. Following work in [9] we illustrate our algorithm for approximation of stock market related matrices.
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تاریخ انتشار 2007