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Randomized algorithms for generalized singular value decomposition with application to sensitivity analysis.
Arvind K. Saibaba
Joseph L. Hart
Bart G. van Bloemen Waanders
Published in:
Numer. Linear Algebra Appl. (2021)
Keyphrases
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sensitivity analysis
singular value decomposition
randomized algorithms
managerial insights
least squares
low rank
singular values
latent semantic indexing
variational inequalities
lower bound
principal component analysis
dimensionality reduction
parallel algorithm
closed form