A randomized algorithm for the QR decomposition-based approximate SVD
Numerical Analysis
2023-05-22 v1 Numerical Analysis
Abstract
Matrix decomposition is a very important mathematical tool in numerical linear algebra for data processing. In this paper, we introduce a new randomized matrix decomposition algorithm, which is called randomized approximate SVD based on Qatar Riyal decomposition (RCSVD-QR). Our method utilize random sampling and the OR decomposition to address a serious bottlenck associated with classical SVD. RCSVD-QR gives satisfactory convergence speed as well as accuracy as compared to those state-of-the-art algorithms. In addition, we provides an estimate for the expected approximation error in Frobenius norm. Numerical experiments verify these claims.
Keywords
Cite
@article{arxiv.2305.11450,
title = {A randomized algorithm for the QR decomposition-based approximate SVD},
author = {Xiaohui Ni and An-Bao Xu},
journal= {arXiv preprint arXiv:2305.11450},
year = {2023}
}
Comments
6 pages,6 figures