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randUTV: A blocked randomized algorithm for computing a rank-revealing UTV factorization

Abstract:

A randomized algorithm for computing a so-called UTV factorization efficiently is presented. Given a matrix A, the algorithm “randUTV” computes a factorization A = UTV*, where U and V have orthonormal columns, and T is triangular (either upper or lower, whichever is preferred). The algorithm randUTV is developed primarily to be a fast and easily parallelized alternative to algorithms for computing the Singular Value Decomposition (SVD). randUTV provides accuracy very close to that of the SVD ...

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Publication status:
Published
Peer review status:
Peer reviewed
Version:
Accepted Manuscript

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Publisher copy:
10.1145/3242670

Authors


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Institution:
University of Oxford
Division:
MPLS Division
Department:
Mathematical Institute
Oxford college:
Christ Church
ORCID:
0000-0002-1048-5270
Quintana-Orti, G More by this author
Heavner, N More by this author
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Grant:
DMS-1407340 and DMS-1620472
Publisher:
Association for Computing Machinery Publisher's website
Journal:
ACM Transactions on Mathematical Software Journal website
Volume:
45
Issue:
1
Pages:
Article: 4
Publication date:
2019-03-28
Acceptance date:
2018-07-15
DOI:
EISSN:
1557-7295
ISSN:
0098-3500
Pubs id:
pubs:691636
URN:
uri:df6dd7c3-d915-4021-9169-3cf86c25d776
UUID:
uuid:df6dd7c3-d915-4021-9169-3cf86c25d776
Local pid:
pubs:691636

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