Randomized dual singular value decomposition

Fuente: arXiv
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Main Authors: Wang, Mengyu, Zhou, Jingchun, Li, Hanyu
Format: Preprint
Published: 2024
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author Wang, Mengyu
Zhou, Jingchun
Li, Hanyu
author_facet Wang, Mengyu
Zhou, Jingchun
Li, Hanyu
contents We first propose a concise singular value decomposition of dual matrices. Then, the randomized version of the decomposition is presented. It can significantly reduce the computational cost while maintaining the similar accuracy. We analyze the theoretical properties and illuminate the numerical performance of the randomized algorithm.
format Preprint
id arxiv_https___arxiv_org_abs_2407_16925
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Randomized dual singular value decomposition
Wang, Mengyu
Zhou, Jingchun
Li, Hanyu
Numerical Analysis
We first propose a concise singular value decomposition of dual matrices. Then, the randomized version of the decomposition is presented. It can significantly reduce the computational cost while maintaining the similar accuracy. We analyze the theoretical properties and illuminate the numerical performance of the randomized algorithm.
title Randomized dual singular value decomposition
topic Numerical Analysis
url https://arxiv.org/abs/2407.16925