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math.NA2023★ 17 cited
Randomized Numerical Linear Algebra : A Perspective on the Field With an Eye to Software
Riley Murray, James Demmel, Michael W. Mahoney +10
Randomized numerical linear algebra - RandNLA, for short - concerns the use of randomization as a resource to develop improved algorithms for large-scale linear algebra computation…
math.NA2023★ 3 cited
Fast Exact Leverage Score Sampling from Khatri-Rao Products with Applications to Tensor Decomposition
Vivek Bharadwaj, Osman Asif Malik, Riley Murray +3
We present a data structure to randomly sample rows from the Khatri-Rao product of several matrices according to the exact distribution of its leverage scores. Our proposed sampler…