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arXiv · 2402.17794

Randomized Algorithms for Solving Singular Value Decomposition Problems with Matlab Toolbox

Xiaowen Li
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Abstract

This thesis gives an overview of the state-of-the-art randomized linear algebra algorithms for singular value decomposition (SVD), including the presentation of existing pseudo-codes and theoretical error analysis. Our main focus is on presenting numerical experiments illustrating image restoration using various randomized singular value decomposition (RSVD) methods; theoretical error bounds, computed errors, and canonical angles analysis for these RSVD algorithms. This thesis also comes with a newly developed Matlab toolbox that contains implementations and test examples for some of the state-of-the-art randomized numerical linear algebra algorithms.

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Xiaowen Li. 2024-02-26. Randomized Algorithms for Solving Singular Value Decomposition Problems with Matlab Toolbox. https://arxiv.org/abs/2402.17794

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