A fast randomized algorithm for the approximation of matrices
نویسندگان
چکیده
منابع مشابه
A fast randomized algorithm for the approximation of matrices
We introduce a randomized procedure that, given an m×n matrix A and a positive integer k, approximates A with a matrix Z of rank k. The algorithm relies on applying a structured l×m random matrix R to each column of A, where l is an integer near to, but greater than, k. The structure of R allows us to apply it to an arbitrary m× 1 vector at a cost proportional to m log(l); the resulting procedu...
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Given an m × n matrix A and a positive integer k, we introduce a randomized procedure for the approximation of A with a matrix Z of rank k. The procedure relies on applying an l×m random matrix with special structure to each column of A, where l is an integer near to, but greater than k. The spectral norm ‖A−Z‖ of the discrepancy between A and Z is of the same order as √ lm times the (k + 1)st ...
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15 صفحه اولA Fast QR Algorithm for Companion Matrices
It has been shown in [4, 5, 6, 31] that the Hessenberg iterates of a companion matrix under the QR iterations have low off-diagonal rank structures. Such invariant rank structures were exploited therein to design fast QR iteration algorithms for finding eigenvalues of companion matrices. These algorithms require only O(n) storage and run in O(n) time where n is the dimension of the matrix. In t...
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ژورنال
عنوان ژورنال: Applied and Computational Harmonic Analysis
سال: 2008
ISSN: 1063-5203
DOI: 10.1016/j.acha.2007.12.002