منابع مشابه
Randomized LU Decomposition
Article history: Received 20 February 2015 Received in revised form 17 April 2016 Accepted 29 April 2016 Available online 5 May 2016 Communicated by Thomas Strohmer
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A fast algorithm for the approximation of a low rank LU decomposition is presented. In order to achieve a low complexity, the algorithm uses sparse random projections combined with FFTbased random projections. The asymptotic approximation error of the algorithm is analyzed and a theoretical error bound is presented. Finally, numerical examples illustrate that for a similar approximation error, ...
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ژورنال
عنوان ژورنال: Applied and Computational Harmonic Analysis
سال: 2018
ISSN: 1063-5203
DOI: 10.1016/j.acha.2016.04.006