2 papers
math.NA2026
On the randomized SVD in infinite dimensions
Daniel Kressner, David Persson, André Uschmajew
Randomized methods, such as the randomized SVD (singular value decomposition) and Nyström approximation, are an effective way to compute low-rank approximations of large matrices.…
math.NA2024
Randomized Nyström approximation of non-negative self-adjoint operators
David Persson, Nicolas Boullé, Daniel Kressner
The randomized singular value decomposition (SVD) has become a popular approach to computing cheap, yet accurate, low-rank approximations to matrices due to its efficiency and stro…