Randomized QR with Column Pivoting

Published: Sep 23, 2015
Abstract
The dominant contribution to communication complexity in factorizing a matrix using QR with column pivoting is due to column-norm updates that are required to process pivot decisions. We use randomized sampling to approximate this process which dramatically reduces communication in column selection. We also introduce a sample update formula to reduce the cost of sampling trailing matrices. Using our column selection mechanism we observe results...
Paper Details
Title
Randomized QR with Column Pivoting
Published Date
Sep 23, 2015
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