82 citations · 170 across the 13 of their papers we have counts for
4 papers · 1 filter
A Fast Implementation of Singular Value Thresholding Algorithm using Recycling Rank Revealing Randomized Singular Value Decomposition
Yaohang Li, Wenjian Yu
In this paper, we present a fast implementation of the Singular Value Thresholding (SVT) algorithm for matrix completion. A rank-revealing randomized singular value decomposition (…
A Revisit of Block Power Methods for Finite State Markov Chain Applications
Hao Ji, Seth H. Weinberg, Yaohang Li
In this paper, we revisit the generalized block power methods for approximating the eigenvector associated with of a Markov chain transition matrix. Our analysis of the b…
Efficient Randomized Algorithms for the Fixed-Precision Low-Rank Matrix Approximation
Wenjian Yu, Yu Gu, Yaohang Li
Randomized algorithms for low-rank matrix approximation are investigated, with the emphasis on the fixed-precision problem and computational efficiency for handling large matrices.…
A Rank Revealing Randomized Singular Value Decomposition (R3SVD) Algorithm for Low-rank Matrix Approximations
Hao Ji, Wenjian Yu, Yaohang Li
In this paper, we present a Rank Revealing Randomized Singular Value Decomposition (R3SVD) algorithm to incrementally construct a low-rank approximation of a potentially large matr…