Randomized LU decomposition

Shabat, G; Shmueli, Y; Aizenbud, Y; Averbuch, A

Averbuch, A (reprint author), Tel Aviv Univ, Sch Comp Sci, IL-69978 Tel Aviv, Israel.

APPLIED AND COMPUTATIONAL HARMONIC ANALYSIS, 2018; 44 (2): 246

Abstract

Randomized algorithms play a central role in low rank approximations of large matrices. In this paper, the scheme of the randomized SVD is extended to......

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