Maboud Farzaneh Kaloorazi

Low-Rank Approximation of Matrices Via A Rank-Revealing Factorization with Randomization

Given a matrix A with numerical rank k, the two-sided orthogonal decomposition (TSOD) computes a factorization A = UDV <sup xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">T</sup> , where U and V are unitary, and D is (upper/lower) triangular. TSOD is rank-r…