Grassmann algorithms for low rank approximation of matrices with missing values
نویسندگان
چکیده
منابع مشابه
Randomized algorithms for the low-rank approximation of matrices.
We describe two recently proposed randomized algorithms for the construction of low-rank approximations to matrices, and demonstrate their application (inter alia) to the evaluation of the singular value decompositions of numerically low-rank matrices. Being probabilistic, the schemes described here have a finite probability of failure; in most cases, this probability is rather negligible (10(-...
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ژورنال
عنوان ژورنال: BIT Numerical Mathematics
سال: 2010
ISSN: 0006-3835,1572-9125
DOI: 10.1007/s10543-010-0253-9