Randomized dual singular value decomposition - ArXiv:2407.16925

Описание к видео Randomized dual singular value decomposition - ArXiv:2407.16925

Original paper: https://arxiv.org/abs/2407.16925

Title: Randomized dual singular value decomposition

Authors: Mengyu Wang, Jingchun Zhou, Hanyu Li

Abstract:
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.

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