A fast randomized algorithm for computing an approximate null space

Randomized algorithms in numerical linear algebra can be fast, scalable and robust. This paper examines the effect of sketching on the right singular vectors corresponding to the smallest singular values of a tall-skinny matrix. We analyze a fast algorithm by Gilbert, Park and Wakin for finding the...

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Bibliographic Details
Main Authors: Park, T, Nakatsukasa, Y
Format: Journal article
Language:English
Published: Springer Nature 2023