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RandNLA for SVD: subspace iteration
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Classroom Contents
Randomized Numerical Linear Algebra - Overview
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- 1 Intro
- 2 Why RandNLA?
- 3 RandNLA in a slide
- 4 Interplay
- 5 RandNLA: Column/row sampling
- 6 Approximating AAT by CCT
- 7 The algorithm (matrix notation, cont'd)
- 8 Error bounds: Frobenius norm
- 9 Error bounds: spectral norm
- 10 Least-squares problems
- 11 Algorithm: Sampling for La regression
- 12 Leverage scores: tall & thin matrices
- 13 Computing leverage scores
- 14 RandNLA for SVD: early approaches
- 15 RandNLA for SVD: subspace iteration
- 16 RandNLA for SVD: Krylov subspace
- 17 Element-wise sampling: overview
- 18 Element-wise leverage scores
