2 papers
math.NA2026
Precision-induced Adaptive Randomized Low-Rank Approximation for SVD and Matrix Inversion
Weiwei Xu, Weijie Shen, Zhengjian Bai +1
Singular value decomposition (SVD) and matrix inversion are ubiquitous in scientific computing. Both tasks are computationally demanding for large scale matrices. Existing algorith…
math.NA2024
Two-sided uniformly randomized GSVD for large-scale discrete ill-posed problems with Tikhonov regularizations
Weiwei Xu, Weijie Shen, Zheng-Jian Bai
The generalized singular value decomposition (GSVD) is a powerful tool for solving discrete ill-posed problems. In this paper, we propose a two-sided uniformly randomized GSVD algo…