TR-2014008: Supporting GENP and Low-Rank Approximation with Random Multipliers
نویسندگان
چکیده
We prove that standard Gaussian random multipliers are expected to stabilize numerically both Gaussian elimination with no pivoting and block Gaussian elimination and that they also are expected to support the celebrated randomized algorithm for low-rank approximation of a matrix even without customary oversampling. Our tests show similar results where we apply random circulant and Toeplitz multipliers instead of standard Gaussian ones. 2000 Math. Subject Classification: 15A52, 15A12, 15A06, 65F22, 65F05
منابع مشابه
TR-2013016: Supporting GENP with Random Multipliers
We prove that standard Gaussian random multipliers are expected to stabilize numerically both Gaussian elimination with no pivoting and block Gaussian elimination. Our tests show similar results where we applied circulant random multipliers instead of Gaussian ones.
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