Pregled bibliografske jedinice broj: 1196199
Randomized Algorithms for Singular Value Decomposition: Implementation and Application Perspective
Randomized Algorithms for Singular Value Decomposition: Implementation and Application Perspective // 2021 International Symposium ELMAR
Zadar, Hrvatska, 2021. str. 165-168 (predavanje, međunarodna recenzija, cjeloviti rad (in extenso), znanstveni)
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Naslov
Randomized Algorithms for Singular Value
Decomposition: Implementation and Application
Perspective
Autori
Janeković, Darko ; Bojanjac, Dario
Vrsta, podvrsta i kategorija rada
Radovi u zbornicima skupova, cjeloviti rad (in extenso), znanstveni
Izvornik
2021 International Symposium ELMAR
/ - , 2021, 165-168
Skup
63rd International Symposium ELMAR-2021
Mjesto i datum
Zadar, Hrvatska, 13.09.2021. - 15.09.2021
Vrsta sudjelovanja
Predavanje
Vrsta recenzije
Međunarodna recenzija
Ključne riječi
SVD
Sažetak
Singular value decomposition (SVD) is a key step in many algorithms in statistics, machine learning and numerical linear algebra. While classical singular value decomposition has been made efficient in terms of computational complexity, classical algorithms are not able to fully utilise modern computing environments. The goal of this work is to survey various implementations and applications of randomized algorithms for SVD. Algorithms are compared in terms of accuracy and time of execution. On example of robust principal component analysis (RPCA), it is shown that using randomized algorithms can yield a significant speedup for image processing and similar applications.
Izvorni jezik
Engleski
Znanstvena područja
Računarstvo