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Novel Fast Algorithms For Low Rank Matrix Approximation

Svadlenka, John TThe Graduate School and University Center of The City University of New York2021

… Randomized Approximate Hadamard Transform (SRAHT), and for which complexity of multiplication by an input matrix decreases to O( (2n + l log n) m ) operations. We also prove that our sublinear cost variants of a popular subspace sampling algorithm output accurate low rank approximation …

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