Fast Monte Carlo Algorithms for Matrices II: Computing a Low-Rank Approximation to a Matrix.
Petros DrineasRavi KannanMichael W. MahoneyPublished in: SIAM J. Comput. (2006)
Keyphrases
- monte carlo
- low rank approximation
- low rank matrix approximation
- matrix inversion
- singular value decomposition
- matrix completion
- low rank
- importance sampling
- markov chain
- iterative algorithms
- spectral clustering
- subspace learning
- low rank matrices
- learning algorithm
- low rank matrix
- monte carlo tree search
- adjacency matrix
- data dependent
- least squares