Matrix decompositions using sub-Gaussian random matrices
نویسندگان
چکیده
منابع مشابه
Matrix Decompositions Using sub-Gaussian Random Matrices
In recent years, several algorithms which approximate matrix decomposition have been developed. These algorithms are based on metric conservation features for linear spaces of random projection types. We present a new algorithm, which achieves with high probability a rank-r SVD approximation of an n × n matrix and derive an error bound that does not depend on the first r singular values. Althou...
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ژورنال
عنوان ژورنال: Information and Inference: A Journal of the IMA
سال: 2018
ISSN: 2049-8772
DOI: 10.1093/imaiai/iay017