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We introduce a Generalized Randomized QR-decomposition that may be applied to arbitrary products of matrices and their inverses, without needing to explicitly compute the products or inverses.
Linear least squares solutions by Householder transformations
Peter Businger and Gene H. Golub · 1965
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Handbook of Mathematical Functions
M. Abramowitz and I.A. Stegun, editors · 1970
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Rank degeneracy
G. W. Stewart · 1984
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Incremental condition estimation
Christian H. Bischof · 1990
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Matrix Analysis
R.A. Horn and C.R. Johnson · 1990
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Some applications of the rank revealing QR factorization
Tony F. Chan and Per Christian Hansen · 1992
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On rank-revealing factorizations
Shivkumar Chandrasekaran and Ilse C. F. Ipsen · 1994
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On graded QR decompositions of products of matrices
G.W. Stewart · 1995
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Efficient algorithms for computing a strong rank-revealing QR factorization
M. Gu and S. Eisenstat · 1996
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Bounds on singular values revealed by QR factorizations
Ching-Tsuan Pan and Ping Tak Peter Tang · 1999
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Fast linear algebra is stable
J. Demmel, I. Dumitriu, and O. Holtz · 2007
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Adaptive reduced-rank processing based on joint and iterative interpolation, decimation, and filtering
Rodrigo C. de Lamare and Raimundo Sampaio-Neto · 2009
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Communication-optimal parallel and sequential eigenvalue and singular value algorithms
G. Ballard, J. Demmel, and I. Dumitriu · 2011
Cited alongside, same era.
Finding structure with randomness: Probabilistic algorithms for constructing approximate matrix decompositions
N. Halko, P. Martinsson, and J. Tropp · 2011
Smallest eigenvalue distributions for two classes of β \beta -Jacobi ensembles
Ioana Dumitriu · 2012
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Matrix Computations
G.H. Golub and C.F. Van Loan · 2012
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Reconstructing Householder vectors from tall-skinny QR
Grey Ballard, James Demmel, Laura Grigori, Mathias Jacquelin, Hong Diep Nguyen, and Edgar Solomonik · 2014
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Recent progress on variable projection methods for structured low-rank approximation
Ivan Markovsky · 2014
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Randomized QR with column pivoting
Jed Duersch and Ming Gu · 2017
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Householder QR factorization with randomization for column pivoting (HQRRP)
Per Gunnar Martinsson, Gregorio Quintana Ortí, Nathan Heavner, and Robert van de Geijn · 2017
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Cited alongside, same era.
Communication-optimal parallel and sequential QR and LU factorizations
J. Demmel, L. Grigori, M. Hoemmen, and J. Langou · 2012
Cited alongside, same era.
A 3D parallel algorithm for QR decomposition
Grey Ballard, James Demmel, Laura Grigori, Mathias Jacquelin, and Nicholas Knight · 2018
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