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Finding structure with randomness: probabilistic algorithms for constructing approximate matrix decompositions. (English) Zbl 1269.65043

MSC:
65F30 Other matrix algorithms (MSC2010)
68W20 Randomized algorithms
60B20 Random matrices (probabilistic aspects)
65F20 Numerical solutions to overdetermined systems, pseudoinverses
65Y05 Parallel numerical computation
15B52 Random matrices (algebraic aspects)
62-07 Data analysis (statistics) (MSC2010)
68W30 Symbolic computation and algebraic computation
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