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math.NA2019
SketchyCoreSVD: SketchySVD from Random Subsampling of the Data Matrix
Chandrajit Bajaj, Yi Wang, Tianming Wang
We present a method called SketchyCoreSVD to compute the near-optimal rank r SVD of a data matrix by building random sketches only from its subsampled columns and rows. We provide…
math.NA2019
Fast Cadzow's Algorithm and a Gradient Variant
Haifeng Wang, Jian-Feng Cai, Tianming Wang +1
The Cadzow's algorithm is a signal denoising and recovery method which was designed for signals corresponding to low rank Hankel matrices. In this paper we first introduce a Fast C…