A fast randomized algorithm for the approximation of matrices

Applied and Computational Harmonic Analysis

Volumn 25, Issue 3, 2008, Pages 335-366

  Woolfe, Franco ^a   Liberty, Edo ^a   Rokhlin, Vladimir ^a   Tygert, Mark ^a  

^a YALE UNIVERSITY   (United States)

Author keywords

Algorithm; Fast; Lanczos; Low rank; Matrix; QR; Randomized; SVD

Indexed keywords

APPROXIMATION ALGORITHMS; POLYNOMIAL APPROXIMATION;

ALGORITHM; FAST; LANCZOS; LOW RANK; MATRIX; N-MATRIX; POSITIVE INTEGERS; QR; RANDOM MATRICES; RANDOMIZED; RANDOMIZED ALGORITHMS; SVD;

MATRIX ALGEBRA;

EID: 53049094679     PISSN: 10635203     EISSN: 1096603X     Source Type: Journal    
DOI: 10.1016/j.acha.2007.12.002     Document Type: Article

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