147 citations · 445 across the 31 of their papers we have counts for
3 papers · 1 filter
Streaming Low-Rank Matrix Approximation with an Application to Scientific Simulation
Joel A. Tropp, Alp Yurtsever, Madeleine Udell +1
This paper argues that randomized linear sketching is a natural tool for on-the-fly compression of data matrices that arise from large-scale scientific simulations and data collect…
Fixed-Rank Approximation of a Positive-Semidefinite Matrix from Streaming Data
Joel A. Tropp, Alp Yurtsever, Madeleine Udell +1
Several important applications, such as streaming PCA and semidefinite programming, involve a large-scale positive-semidefinite (psd) matrix that is presented as a sequence of line…
Practical sketching algorithms for low-rank matrix approximation
Joel A. Tropp, Alp Yurtsever, Madeleine Udell +1
This paper describes a suite of algorithms for constructing low-rank approximations of an input matrix from a random linear image of the matrix, called a sketch. These methods can…