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

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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