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RSVDPACK is a library of functions for computing low rank approximations of matrices.
The approximation of one matrix by another of lower rank
Carl Eckart and Gale Young · 1936
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Numerical linear algebra
William Kahan · 1966
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Matrix computations
Gene H. Golub and Charles F. Van Loan · 1996
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Efficient algorithms for computing a strong rank-revealing QR factorization
Ming Gu and Stanley C. Eisenstat · 1996
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Propack-software for large and sparse svd calculations
Rasmus Munk Larsen · 2004
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On the compression of low rank matrices
H. Cheng, Z. Gimbutas, P.G. Martinsson, and V. Rokhlin · 2005
Earlier work this paper cites.
A randomized algorithm for the approximation of matrices
Per-Gunnar Martinsson, Vladimir Rokhlin, and Mark Tygert · 2006
Cited alongside, same era.
Randomized algorithms for the low-rank approximation of matrices
Edo Liberty, Franco Woolfe, Per-Gunnar Martinsson, Vladimir Rokhlin, and Mark Tygert · 2007
Cited alongside, same era.
Id: a software package for low-rank approximation of matrices via interpolative decompositions, 2008
PG Martinsson, V Rokhlin, Y Shkolnisky, and M Tygert · 2008
Cited alongside, same era.
Cur matrix decompositions for improved data analysis
Michael W Mahoney and Petros Drineas · 2009
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Finding structure with randomness: Probabilistic algorithms for constructing approximate matrix decompositions
Nathan Halko, Per-Gunnar Martinsson, and Joel A. Tropp · 2011
Cited alongside, same era.
Optimal cur matrix decompositions
Christos Boutsidis and David P Woodruff · 2014
Later among the works it cites.
Efficient Algorithms for CUR and Interpolative Matrix Decompositions
S. Voronin and P.-G. Martinsson · 2014
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True blas-3 performance qrcp using random sampling
Jed A Duersch and Ming Gu · 2015
Closest in time.
A randomized blocked algorithm for efficiently computing rank-revealing factorizations of matrices
P.-G. Martinsson and S. Voronin · 2015
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A deim induced cur factorization
Danny C Sorensen and Mark Embree · 2016
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