Fast Monte Carlo algorithms for matrices II: Computing a low-rank approximation to a matrix

SIAM Journal on Computing

Volumn 36, Issue 1, 2006, Pages 158-183

  Drineas, Petros ^a   Kannan, Ravi ^b   Mahoney, Michael W ^c  

^a Rensselaer Polytechnic Institute   (United States)

^b Yale University   (United States)

^c YALE UNIVERSITY   (United States)

Author keywords

Massive data sets; Monte Carlo methods; Randomized algorithms; Singular value decomposition

Indexed keywords

LOW RANK APPROXIMATION; MASSIVE DATA SETS; RANDOMIZED ALGORITHMS; RANK PARAMETERS;

APPROXIMATION ALGORITHMS; DATA REDUCTION; ERROR ANALYSIS; MONTE CARLO METHODS; PROBABILITY DISTRIBUTIONS; RANDOM ACCESS STORAGE; VECTORS;

SINGULAR VALUE DECOMPOSITION;

EID: 33751075906     PISSN: 00975397     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0097539704442696     Document Type: Article

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