A Fast Randomized Algorithm for Orthogonal Projection
نویسندگان
چکیده
منابع مشابه
A fast randomized algorithm for orthogonal projection
We describe an algorithm that, given any full-rank matrix A having fewer rows than columns, can rapidly compute the orthogonal projection of any vector onto the null space of A, as well as the orthogonal projection onto the row space of A, provided that both A and its adjoint A can be applied rapidly to arbitrary vectors. As an intermediate step, the algorithm solves the overdetermined linear l...
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ژورنال
عنوان ژورنال: SIAM Journal on Scientific Computing
سال: 2011
ISSN: 1064-8275,1095-7197
DOI: 10.1137/090779656