On the Noise Sensitivity of the Randomized SVD
E Romanov - IEEE Transactions on Information Theory, 2024 - ieeexplore.ieee.org
The randomized singular value decomposition (R-SVD) is a popular sketching-based
algorithm for efficiently computing the partial SVD of a large matrix. When the matrix is low …
algorithm for efficiently computing the partial SVD of a large matrix. When the matrix is low …