Computation- and space-efficient implementation of SSA

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Computation- and Space-Efficient Implementation of SSA

The computational complexity of different steps of the basic SSA is discussed. It is shown that the use of the general-purpose “blackbox” routines (e.g. found in packages like LAPACK) leads to huge waste of time resources since the special Hankel structure of the trajectory matrix is not taken into account. We outline several state-of-the-art algorithms (for example, Lanczosbased truncated SVD)...

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Space-Efficient Local Computation Algorithms Citation

Recently Rubinfeld et al. (ICS 2011, pp. 223–238) proposed a new model of sublinear algorithms called local computation algorithms. In this model, a computation problem F may have more than one legal solution and each of them consists of many bits. The local computation algorithm for F should answer in an online fashion, for any index i, the i bit of some legal solution of F . Further, all the ...

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ژورنال

عنوان ژورنال: Statistics and Its Interface

سال: 2010

ISSN: 1938-7989,1938-7997

DOI: 10.4310/sii.2010.v3.n3.a9