Finding structure with randomness: Probabilistic algorithms for constructing approximate matrix decompositions

SIAM Review

Volumn 53, Issue 2, 2011, Pages 217-288

  Halko, N ^a   Martinsson, P G ^a   Tropp, J A ^b  

^a UNIVERSITY OF COLORADO   (United States)

^b California Institute of Technology   (United States)

Author keywords

Dimension reduction; Eigenvalue decomposition; Interpolative decomposition; Johnson Lindenstrauss lemma; Matrix approximation; Parallel algorithm; Pass efficient algorithm; Principal component analysis; Random matrix; Randomized algorithm

Indexed keywords

DIMENSION REDUCTION; EIGENVALUE DECOMPOSITION; INTERPOLATIVE DECOMPOSITION; JOHNSON-LINDENSTRAUSS LEMMATA; MATRIX APPROXIMATION; PASS-EFFICIENT ALGORITHM; PRINCIPAL COMPONENTS; RANDOM MATRIX; RANDOMIZED ALGORITHMS;

APPROXIMATION ALGORITHMS; DATA REDUCTION; EIGENVALUES AND EIGENFUNCTIONS; ENGINEERING RESEARCH; ERROR ANALYSIS; PRINCIPAL COMPONENT ANALYSIS;

SINGULAR VALUE DECOMPOSITION;

EID: 79960425522     PISSN: 00361445     EISSN: None     Source Type: Journal    
DOI: 10.1137/090771806     Document Type: Article

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