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An Empirical Evaluation of Sketched SVD and its Application to Leverage Score Ordering
[article]
2018
arXiv
pre-print
The power of randomized algorithms in numerical methods have led to fast solutions which use the Singular Value Decomposition (SVD) as a core routine. However, given the large data size of modern and the modest runtime of SVD, most practical algorithms would require some form of approximation, such as sketching, when running SVD. While these approximation methods satisfy many theoretical guarantees, we provide the first algorithmic implementations for sketch-and-solve SVD problems on
arXiv:1812.07903v1
fatcat:uai3p2q3zfgaznagbvznyjaxua