An Efficient Randomized QLP Algorithm for Approximating the Singular Value Decomposition

M. F. Kaloorazi, K. Liu, J. Chen +1

In this paper, we introduce a randomized QLP decomposition called Rand-QLP. Operating on a matrix $\mathbf{A}$, Rand-QLP gives $\mathbf{A}={\mathbf{QLP}}^T$, where $\mathbf{Q}$ and $\mathbf{P}$ are ortho…