NeurIPS 2015oral347 citations
Randomized Block Krylov Methods for Stronger and Faster Approximate Singular Value Decomposition
Cameron Musco, Christopher Musco
Abstract
Since being analyzed by Rokhlin, Szlam, and Tygert and popularized by Halko, Martinsson, and Tropp, randomized Simultaneous Power Iteration has become the method of choice for approximate singular value decomposition. It is more accurate than simpler sketching algorithms, yet still converges quickly for
BibTeX
@inproceedings{NIPS2015_1efa39bc,
author = {Musco, Cameron and Musco, Christopher},
booktitle = {Advances in Neural Information Processing Systems},
editor = {C. Cortes and N. Lawrence and D. Lee and M. Sugiyama and R. Garnett},
pages = {},
publisher = {Curran Associates, Inc.},
title = {Randomized Block Krylov Methods for Stronger and Faster Approximate Singular Value Decomposition},
url = {https://proceedings.neurips.cc/paper_files/paper/2015/file/1efa39bcaec6f3900149160693694536-Paper.pdf},
volume = {28},
year = {2015}
}